What's the difference between mocking and object and just setting a value

I know that me asking this question probably means that i probably didn't understand mocking fully. I know why using mocks (isolation) , i know how to use mocks (each FW and it's way) - but i don't understand - if the purpose of mocking is to return expected value to isolate my unit test, why should i mock an object and not just create the value by myself?

Why this:

    $searchEngine = Mockery::mock('elasticSearch');
    $searchEngine->shouldReceive('setupDataConnection')->once()->andReturn("data connected");

    $insertData = new DataInserter;
    $this->assertEquals("data connected",$insertData->insertData($searchEngine));

And not this:

    $knownResult = "data connected";
    $insertData = new DataInserter;
    $this->assertEquals("data connected",$knownResult);