this is a great question, I actually think that if your language is also R, MSsql r integration is a great option, what we bring to the table for MSSQL users in particular is more options as well as better performance for some types of problems like high cardinality on time-series, for example: predicting inventory for all products in a database taking into account all previous inventory as well as say marketing data, building this in the R bindings would be quite a challenge, with mindsdb its a simple SQL statement