Dmitri Korotkevitch reminds us that monitoring has a cost:
It is relatively easy with the tools – you can detect those inefficiencies just by looking at the expensive queries in the system. This is not always the case, however, with other technologies, like with monitoring done by Extended Events. They can stay almost invisible in the system, especially if targets are keeping up and don’t generate waits.
Let me show you an example and create xEvent session that captures queries that were executed in the system. This is very common one, is not it?
Click through for the example and what happens under heavy load.