Yesterday, we got an interested service request where our customer saw SATELLITE_SERVICE_SETUP waits stat in their query execution time. This wait stat is regarding about external execution scripts.
Our customer found several performance issue running in paralell multiple executions of Python scripts in the SQL MI database using R with EXECUTE sp_execute_external_script .
After an investigation with our Azure Product Team we explained the details found Key differences for Machine Learning Services - Azure SQL Managed Instance | Microsoft Learn
As you could see in this URL Key differences for Machine Learning Services - Azure SQL Managed Instance | Microsoft Learn mentioned before we have a resource governance to protect the resource of your managed instance.
Resource governance: In SQL Managed Instance, it's not possible to limit R resources through Resource Governor, and external resource pools are not supported. By default, R resources are set to a maximum of 20% of the available SQL Managed Instance resources when extensibility is enabled. To change this default percentage, create an Azure support ticket at https://azure.microsoft.com/support/create-ticket/. The total resources available to SQL Managed Instance depend on which service tier you choose. For more information, see Azure SQL Database purchasing models.