One customer might have to accelerate a Data Warehouse database and therefore have just minor things to do. Bookings for customers that do not exist are a problem for database queries as well, so corrected there already. Hopefully at least. If not, it still might be better to correct it there instead of inside the BWA load only. Just imagine you query sum(revenue) and the value is 1 million, if you query sum(revenue) per customer you get 9 lines with 0.1 millions each and another 0.1 million is not shown as its customer record is missing.
On the other hand there are guidelines what can be done to help either BWA or Explorer that might not be required for SQL based BI tools. A very obvious case is, you do not want to load the entire history into BWA every single day, just the changed records. As Index Designer does not know how to identify the changed records, it cannot build a dataflow for that. Another example would be formatting help, e.g. do you want to show the key value or the text or maybe both? With a SQL based tool all three options exist, with BWA it has to be decided at load time as the indexes are built for each.