I personally think that query store has been a fantastic feature. I find myself using it for query performance troubleshooting (plan regressions is a big one). This has always been available since SQL Server 2016 and even Azure SQL Database but now Microsoft have made it available for Azure SQL Data Warehouse (DW).
If you connect to the Azure SQL DW via SQL Server Management Studio (SSMS) there is no Query Store Node (for the version, I was checking 17.9.1). I was even wondering if it was on by default?
Times are changing, 10 years ago I would never have thought that self-tuning databases would be available as a packaged product. I was testing out SQL Server 2017 Automatic Tuning recently and I ended up with the following situation. Below shows an image from the query store.
I worked on testing interleaved execution with Microsoft back in January, I didn’t do much, just tested the functionality against some in-house code we had. (If you need a detailed primer on the subject, please see https://blogs.msdn.microsoft.com/sqlserverstorageengine/2017/04/19/introducing-interleaved-execution-for-multi-statement-table-valued-functions/)