I think it is not a case of one being better than the other but what is most appropriate for your situation. For example, we use passthru for our large Oracle Production jobs as it is easier to fine-tune, add Oracle hints for better performance and to get support from Oracle DBA's if things go wrong (you can drop the query into SQL Plus, TOAD or some other SQL tool and it will just work).
But for ad-hoc work and user jobs SAS SQL is simpler and more productive.
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