Following from thread
https://communities.sas.com/t5/SAS-Programming/Optimize-SAS-Code/m-p/532716#M145990
When SAS sees this code:
data CLASS(index=(AGE));
set SASHELP.CLASS;
run;
proc sql;
select * from CLASS
where AGE=12 or (AGE=11 & NAME='Alice');
quit;
it decides to not use indexes (because the OR operator is used).
It would of course be beneficial that only ages 11 and 12 be selected using an index, and then the NAME filter applied.