Forrest McDaniel does not want to perform that key lookup:
I’ve read it repeatedly, columnstore key lookups are extra slow. The question of course, is why?
In my mental model, it makes sense. A normal key lookup adds about 3 reads.
While a columnstore lookup should add at least a read per column, since each column lives in its own segments.
But it turns out that it’s not a read per column, oh no. Columnstore indexes are amazing for large-scale aggregations and awful for individual lookups.