I'm not saying MSSql isn't really nice. I'm just saying I found the timing of reading your comment amusing.
http://www.benjaminnevarez.com/2011/05/optimizer-statistics-...
> To create the best query plans when you are using a table on a linked server, the query processor must have data distribution statistics from the linked server. Users that have limited permissions on any columns of the table might not have sufficient permissions to obtain all the useful statistics, and might receive a less efficient query plan and experience poor performance
I think a lot of such nonsense is going to go away very soon.
Speaking of which, linked servers (cross OS, cross SQL type database queries) are native in MSSQL, but require a third party odbclink in postgres, which does not appear to have been updated since 2010[0].
but stuff like "Does not compile with PostgreSQL >= 9.2!", "A patched, but completely untested version", and "The current version does not yet support WHERE clause push-down, column push-down, JOIN push-down, or write operations."[0] are riskier (and a harder sell to management) than having the functionality backed in the core engine and admin interfaces.
Edit: Useful if both tables in join are on remote (linked) server