I think the answer needs to be in perspective. It really depends on what kind of "data warehouse" we are talking about.
For an enterprise level, true data warehouse, there's no question that a proper ETL is a must.
For a small "data warehouse" with 1 or 2 star schema and 1-2 fact tables with a few dimensions, where no table is bigger than a few thousand records, it's not even a "data warehouse" per se. On top of that, if we only have about a few hundred records a day to deal with, I would think implementing a full-blown ETL tool is an major overkill.
SAS EG should be more than sufficient - maybe it's already an overkill because for that simple "data warehouse", one can just write a few SQL codes to achieve all that "ETL". I would think the volume of the data coupled with the complexity of the data and the transformation should be the deciding factors.