This is important because the order of the primary keys matters in the database. Since primary keys are (usually) clustered and always indexes, regardless of whether the key is ordered as first name, last name, SSN or SSN, last name, first name, is of great importance. If I have only SSN when I query the table and PK is the only index, I will see GREAT performance with the latter and a full scan of the table with the previous.
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