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SQL is the Structured Query Language, the ANSI/ISO Standard database language. SQL Server's implementation of the language is called Transact-SQL (T-SQL). T-SQL is based primarily on the version of the ISO standard released in 1992, with bits added from the 1999 standard. In addition, various proprietary enhancements have been made by Microsoft.
There are a number of differences between Standard SQL and T-SQL -- too many to name here. And, yes, there are advantages to using the proprietary extensions if you are working with SQL Server. Due to the nature of many of SQL Server's features, you simply cannot harness its full power without using some nonstandard commands. If you'd like to find out whether your SQL conforms to the standard, you can use the SET FIPS_FLAGGER command.
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