They work in some specific ways in the select statement, and in the from statement at least, and seem to be close-to-required for modern dashboards.
If you're asking a DBA for the way they'd write the SQL to solve a problem, the WITH they'd normaly use doesn't work, and it looks as if there's no option for this, which makes conversations on this topic quite confusing.
ALSO
Aliases! Everyone uses them, not referenced in there at all, again no idea how you'd write stuff without it honestly. Had a hard time some years back trying to figure out what exactly this is:
FROM Orion.nodes n
-This should have a heading as without it you dont get the same behavior from the SWQL studio UI.
If you've got any other SQL-ey features knocking about in there it'd be good to know about