Consider using a data warehouse when you need to keep historical data separate from the source transaction systems for performance reasons. Data warehouses make it easy to access historical data from multiple locations, by providing a centralized location using common formats, keys, and data models.
Query both relational and nonrelational data.
Reference:
https://docs.microsoft.com/en-us/azure/architecture/data-guide/relational-data/data-warehousing

Reference:
https://docs.microsoft.com/en-us/sql/big-data-cluster/connect-to-big-data-cluster?view=sql-server-ver15
https://docs.microsoft.com/en-us/azure/synapse-analytics/sql-data-warehouse/sql-data-warehouse-query-ssms
https://docs.microsoft.com/en-us/azure/mariadb/connect-workbench

Reference:
https://demand-planning.com/2020/01/20/the-differences-between-descriptive-diagnostic-predictive-cognitive-analytics/