The only issue would be if the SQL server is down while the server is loading or the SQL wasn't secure to prevent SQL injections other than that, the data is loaded onto the server upon load up, the server than uses that stored data throughout the whole time it's online and you can turn the SQL off if you wanted although adjusting items wouldn't be possible and would more than likely crash the server, normally, you connect to a local instance of SQL although it's also possible to keep the data on a remote system so I'm not sure how you'd come to that conclusion.
You can turn the SQL off while the server is running? How do you keep the data backed up then if nothing writes back to the SQL database? Surely everything will come out of sync? I can't say for sure as i can't see your data structure but I still stand by what I said, that you will have integrity issues by what has been described.