While I use SAS EG extensively for adhoc analysis. I program SAS directly with notepad for scheduled "production" batch processes (Windows SAS server -- used to use vi for when I had a Unix SAS server).
One of my wishes for SAS EG is that it allow for multiple concurrent projects without having to start up another SAS EG instance. The problem here is that SAS EG, like the SAS IDE (interactive tool), open a SAS session on a server and hangs onto it, which I find to more annoying than helpful. I would have thought that the "Interactive" tool would have submitted SAS code in the background, and that EG would have used SAS/CONNECT features to rsubmit requests to a server, which when done would then end the remote's session. I would have thought that EG would have cached some information locally, and since by default all the output went to SASUSER, it would be easily brought back a piece at a time, without worrying that WORK space had disappeared. But, oh well.
The fact that EG opens a session and hangs onto it causes me grief with table locks. If someone is sloppy and leaves for the night without closing out of EG, that can end up locking a dataset, preventing an overnight batch process from being able to update it! I know there are "workarounds" with options and human procedures, but it violates the original SAS idea of making life easier for the average user.
My original response was overtaken by Chuck's answer. If you want to improve the performance of specific steps in the process, this is where investigating efficiency techniques could be useful.