Unless the DBA owns the company, it is not 'his' data, it is the company data.

All company employees have a duty to do their work in the most effective manner, and for the DBA this includes looking at what toolset provides the best cost/risk/benefit advantage to the company. Part of a manager's duty is to review the costs, risks, and benefits presented by the DBA and decide if the money should be spent.

Some companies may decide to keep 100% within the Microsoft stack, but this may restrict the company from exploiting all the business opportunities available to it.