This takes a balance to get right. For some data yes drag it over and keep it on the 'client'. But for other data just join it out and let the SQL handle it. However, for some reason SQL seems to scare a lot of people. So they end up making lots of microservices/functions/methods that just drag the data together and mash it together in a language they understand. That comes at a cost of network bandwidth.
I found that if you are 'happy' with the style of lots of stored procs and data lifting on the server side you usually have a decent source delivery system in place. If you do not have that you will fight every step of the way changing the schema and procs as this monolithic glob that no one dares to touch.
