I think it all depends.

If your server is in a position where it is accessible to the net at large, then oh yeah, AV that bad boy, run it real time, because a scheduled task isnt going to help you if you are already comprimised. Do it even if you are firewalled, because if a virus uses a valid connection port through the firewall and then uses some unknown/unpatched buffer overflow exploit, well you are just as screwed.

If it is sitting on an internal IP address and is only connected to via an application server or internal management client and even then only via a firewall, then it probably doesnt make much sense.

and if you are an admin that directly downloads random executables and runs them on your production SQL (or any) server without having scanned them, well, you get what you deserve.