One of the first things you learn when working with SQL Server, and other transactional based SQL systems, is that set based operations perform best. If you are querying data, a cursor pulling individual rows doesn’t perform as well as a single query. It doesn’t matter if that cursor is on the client side or the server side. A set-based operation is more efficient, runs faster, locks less, and is generally better than submitting multiple queries.
This is also generally true with delete statements. This post covers the exceptions to that rule. Large delete statements impacting many rows and large