Executing Web code on a Web server to access the database is far different than you directly executing the T-SQL with SSMS at the database level using a sproc or not.
Also consider what is being talked about in the links and slow Web program performance concerning database access.
https://dzone.com/articles/reasons-move-datatables
http://lauteikkehn.blogspot.com/2012/03/datatable-vs-list.html