So often I have said, it doesn’t matter where your data lives, but have you ever compared SQL Server with SQL in Azure when you use Power Automate?
SQL Server
In this post I’m not going to look into how to set up SQL Server or how to get a data gateway set up so that you can get your flows in Power Automate to talk to on-premises SQL Server.
But have you noticed that when you create a flow with the When and item is created (V2) trigger that there can be a delay of 5 minutes for your flow to actually run?

For many scenarios that might not be good enough.
When you look at your flow runs you might only have a few succeeded runs in the All Run view.

But when you look at the Checks (no new data) view of the flow runs you will find the following.

Your flow will only ever check SQL Server every 5 minutes for new records?
SQL Azure
When you use SQL Azure however your flows will be triggered as expected immediately. So if you have a choice you might want to move your databases to the cloud.
But that might be easier said then done. Once that database lives on those servers on your network you might not be able to just move them across overnight.
So when you look at connecting to from the Power Platform and you know that you want to trigger on the creation of items you might want to consider that 5 minute delay.