Question

Here is the original query that runs and runs:

;WITH includedCs_cte
    AS
    (
    SELECT 
            x.PKey, 
            x.OKey,
            y.CKey 
    FROM  
            #Permissions x
            JOIN WHDATA.dbo.tb_DimC y
                    ON 
                    x.PKey = y.PKey AND
                    x.OKey = y.OKey
        )
, b_cte
    AS
    (
    SELECT
            i.OKey,
            i.PKey
    FROM 
                WHData.dbo.vw_FactCX b
                INNER JOIN includedCs_cte i
                        ON 
                        b.PKey = i.PKey AND
                        b.PlayCKey = i.CKey
    WHERE b.DateKey >= @myLAST28DAYS
    GROUP BY
            i.OKey,
            i.PKey
    )
, POK_cte
    AS
    (
    SELECT
            i.OKey,
            i.PKey
    FROM 
                WHData.dbo.vw_FactCY b
                INNER JOIN includedCs_cte i
                        ON 
                        b.PKey = i.PKey AND
                        b.PlayCKey = i.CKey
    WHERE b.DateKey >= @myLAST28DAYS
    GROUP BY
            i.OKey,
            i.PKey
    )
, includedOKeys
    AS
    (
    SELECT *
    FROM b_cte
    UNION
    SELECT * FROM POK_cte
    )
DELETE FROM #Permissions
FROM #Permissions p
WHERE NOT EXISTS
                    (
                    SELECT 1
                    FROM includedOKeys x
                    WHERE 
                            p.PKey = x.PKey AND
                            p.OKey = x.OKey     
                    )   

If I change the above to the below then it runs in less than 10 seconds. Why are these executing so differently?

;WITH includedCs_cte
    AS
    (
    SELECT 
            x.PKey, 
            x.OKey,
            y.CKey 
    FROM  
            #Permissions x
            JOIN WHDATA.dbo.tb_DimC y
                    ON 
                    x.PKey = y.PKey AND
                    x.OKey = y.OKey
        )
, b_cte
    AS
    (
    SELECT
            i.OKey,
            i.PKey
    FROM 
                WHData.dbo.vw_FactCX b
                INNER JOIN includedCs_cte i
                        ON 
                        b.PKey = i.PKey AND
                        b.PlayCKey = i.CKey
    WHERE b.DateKey >= @myLAST28DAYS
    GROUP BY
            i.OKey,
            i.PKey
    )
, POK_cte
    AS
    (
    SELECT
            i.OKey,
            i.PKey
    FROM 
                WHData.dbo.vw_FactCY b
                INNER JOIN includedCs_cte i
                        ON 
                        b.PKey = i.PKey AND
                        b.PlayCKey = i.CKey
    WHERE b.DateKey >= @myLAST28DAYS
    GROUP BY
            i.OKey,
            i.PKey
    )
, includedOKeys
    AS
    (
    SELECT *
    FROM b_cte
    UNION
    SELECT * FROM POK_cte
    )
SELECT *
INTO #includedOKeys
FROM includedOKeys
CREATE CLUSTERED INDEX ix_inclProdOper ON #includedOKeys(OKey, PKey)

DELETE FROM #Permissions
FROM #Permissions p
WHERE NOT EXISTS
        (
        SELECT 1
        FROM #includedOKeys x
        WHERE 
            p.PKey = x.PKey AND
            p.OKey = x.OKey     
        )   

Answer 1

A CTE is resolved when it is used. It means that if you use it twice in a query, it may get resolved twice. CTEs do not always get resolved once and cache in memory. SQL Server is free to execute the query as it sees fit.

In your case, it may be worse than that – because you have used it as a correlated subquery in an EXISTS clause, which is a row-by-row operation. This probably means the plan results in the CTE being resolved for EACH ROW of the #permissions table! That could well be where all the time will be going. Show Execution Plan (Ctrl-L) in SSMS is your friend here.

Check this SQLFiddle, which shows that NONE of the GUIDs are the same, even though the CTE only creates 3 rows. In fact, we get 18 distinct GUIDs.

with cte(guid,other) as (
  select newid(),1 union all
  select newid(),2 union all
  select newid(),3)
select a.guid, a.other, b.guid guidb, b.other otherb
from cte a
cross join cte b
order by a.other, b.other;