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Why do applications use a single log on to SQL server?

Why are so many applications designed to use a single log on to SQL server (like SA, or the ProductName) and then manage security internally? This is an issue for me since I can not always tell who is logged on to SQL Server. (Platform: MS SQL 2000.)
Sometimes, there is a good reason for this. Some developers make their software so that it can be deployed on a number of database back-end solutions (MS SQL, MySQL, ORACLE, IBM DB2, Sybase, etc.). For this reason, they would rather write their authentication procedures once, in their compiled software, and be done with it.

Of course the "right" way to do it would be to have the database back-end manage authentication, but this turns into a support nightmare for the developer. Take it from someone who's been there -- if you do it the "right" way, you'll end up spending most of your valuable tech support engineers' time supporting MS SQL or ORACLE or DB2 issues, when they really should only be supporting the application itself. It is tempting to just say, "Well, that's a Microsoft/Oracle/IBM problem" if you're that tech support engineer. But in the end you must support your customer. This means that now all your support engineers have to become experts in five different database packages -- that's not going to happen!

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