Hi Bahikris. You are NOT going to lose AppInsight for SQL visibility in SAM. In fact, we have plans to build the AppInsight feature for more domains - the next one is Exchange.
AppInsight for SQL does provide great visibility to SQL performance issues and narrows down the problem to a resource issue or is it a query that's not performing optimally. The Database Performance Analyzer product provides additional functionality for the hard core DBAs and developers. What DPA provides that SAM doesn't is detailed query response time analysis with wait types. You can drill down on the performance issue - time slice (1 second intervals if needed) and by issue (blockers, sessions, etc.).