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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