The BEGIN...END description of TechNet make me confused with following remark:
Although all Transact-SQL statements are valid within a BEGIN...END block, certain Transact-SQL statements should not be grouped together within the same batch (statement block).
https://technet.microsoft.com/en-us/library/aa225998(v=sql.80).aspx
Could anybody tell me why they shouldn't be grouped within a BEGIN ... END block? Is there any problem when I use BEGIN...END to create region as this suggestion: sql server #region?