I frequently use Data Functions to load data from external data sources (e.g. to call RESTful APIs to extract data). The main problem I have with this approach is that the most recent data is saved inside the analysis file. This has 2 knock-on effects:
Data Tables populated by other methods have options for Data Loading when viewing the table in the Data panel, but Data Tables loaded via Data Functions simply have the statement 'This data is created using calculations in a data function and the current data is stored in the analysis.' and no option to change.
I have various very ugly workarounds for this, but it would be much better to have the option to simply not save the current copy!