No problem. Let me try to fill you in about USB & Thunderbolt.
First, USB 1.0, 2.0, etc. & Thunderbolt 1.0, 2.0, etc. are standards that define a port's support capabilities.
Second, USB-A, USB-B, USB-C define the port's "shape." The Thunderbolt 3.0 & 4.0 standards require the USB-C port type.
Today, most newer computers have migrated to using USB-C type ports. Again, this is the port's shape. Interestingly, the Thunderbolt 3 & 4 standards use this same port shape. This is where a lot of us get confused.
So, going back to your current charging cable. It would have two port types (shapes). On one end it would be Apple's Lightning connector, and on the other end a USB-A type connector. As you already know, this USB-A connector will not directly fit into your newer MacBook Pro (MBP). Your MBP has the USB-C type ports. That is why you would need a USB-A to USB-C adapter, like one provided you a link with.
Ok, with that said, let's move our focus to those capabilities standards. Your MBP comes with three USB-C type ports. They support up to USB 4.0 or Thunderbolt 4.0. Both of these standards allow for a data transfer rate of up to 40Gbps. Very fast.
Now, let's look at what your 2nd gen. iPhone SE's Lightning port can support up to USB 3.0 which maxes out at 5 Gbps. As you can see, a lot "slower" that what your MBP can support.
Therefore, you only need to use your existing cable, with the adapter that I mentioned if your goal is to connect your iPhone to your MBP for either syncing data or making backups. You do not need any cables or adapter that support Thunderbolt for this. Whomever told you that you need to get a Thunderbolt 4 is not the same as USB-C, don't know what they are talking about. Don't be fooled into getting something you don't need, and most likely, would have to pay more for.
Hopefully, this clears things up a bit for you.