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This is imperative for using best-in-breed presentation tools.
Thanks for your feedback. Azure SQL Data Warehouse Support for EXECUTE AS feature is now in progress.
We have the same requirement where a design team specifies the DDL (i.e., column/table names, data types, nullability), the database admin team performs the phyiscal implementation (i.e., chooses distribution, indexing) and a third team (ETL) owns the ongoing production loading of the tables.
It is imperative that one user can define procedures that allow other users to run said procedures in a context where the calling user is known, but the imbedded SQL runs as another user (typically with elevated permission).
Postgres and Greenplum provide this mechanism with SECURITY DEFINER specification on UDFs. Teradata provides this mechanism via their macro and access rights implementation. I believe other versions of SQL server also provide exactly "EXECUTE AS".
We announced workload isolation via workload groups for public preview at Ignite in Nov., 2019. Workload groups allow you to create your own custom resource classes (among other things). Check out workload classification that allows you to assign requests by more than just login information too!
I absolutely agree. When running at low DWU settings, I'm constantly seeing small queries being queued as a time-consuming query from a large/xlarge resource class is running. With only four resource classes, we shouldn't have to manage 4x the userIDs, but instead should be able to specify the default resource class and promote/demote as needed in any script run.