I think small imperfections in data ordering are fine. Data locality helps if 
workload reads keys in this order, or when loading data into a preexisting 
index. With multiple threads inserting data the data will still be mostly 
ordered, with small "localized" differences. But small differences make no 
measurable difference - the cache hit ratio remains very high, etc. So I don't 
think this would be a problem in practice.

Also, aren't some of the tables clustered? In that case the insert ordering 
doesn't matter at all.

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