Example from us using Azure Data Factory: You can add a step to call out to an API, which we did for a data flow that had a lot of calls. Performance was atrocious. Dug into it, and the API getting called was replying in 100ms or so, but ADF's "escape hatch" was adding 5-10 seconds of overhead to send the POST and parse the HTTP status code.

Microsoft Support said that's normal, expected behavior for the service.

In the end, we had to write an additional batching layer ourselves.