Here’s an overview of the key differences and new features introduced in each major version of SQL Server from 2014 to 2022:

SQL Server 2014

• In-Memory OLTP: New memory-optimized tables and native compiled stored procedures.
• Buffer Pool Extension: Ability to extend the buffer pool to SSDs for improved performance.
• Enhanced Security: Backup encryption support.
• Performance Enhancements: Enhanced performance for SELECT INTO statements, partition switching, and new cardinality estimator.

SQL Server 2016

• Always Encrypted: Protect sensitive data at rest and in motion.
• Row-Level Security: Control access to rows in a database table based on user characteristics.
• Dynamic Data Masking: Hide sensitive data in the result set of a query.
• Query Store: Track query performance history.
• PolyBase: Query data in Hadoop or Azure Blob Storage using T-SQL.
• R Integration: Integration with R for advanced analytics.
• Temporal Tables: Track historical data changes with system-versioned temporal tables.
• JSON Support: Store and query JSON data.

SQL Server 2017

• Cross-Platform: Support for running on Linux.
• Graph Data: Support for graph-based data modeling.
• Python Integration: Integration with Python for advanced analytics (Machine Learning Services).
• Adaptive Query Processing: Enhancements to query processing for improved performance.
• Automatic Plan Correction: Automatic detection and correction of query plan issues.
• Resumable Online Index Rebuilds: Pause and resume index rebuild operations.

SQL Server 2019

• Big Data Clusters: Integration with Apache Spark and Hadoop distributed file system (HDFS).
• Intelligent Query Processing: Enhanced query processing features like Batch Mode on Rowstore and memory grant feedback.
• In-Memory Enhancements: Improvements to In-Memory OLTP and Columnstore indexes.
• UTF-8 Support: UTF-8 encoding support.
• Data Virtualization: Query external data sources like Oracle, Teradata, MongoDB, and others using PolyBase.
• Always On Availability Groups: Improved support for distributed transactions.
• Scalar UDF Inlining: Automatic inlining of scalar user-defined functions for improved performance.

SQL Server 2022

• Azure Integration: Enhanced integration with Azure services, including Synapse Link and Microsoft Purview.
• Ledger: Blockchain-based technology for tamper-evident data in SQL Server.
• Query Store Enhancements: Expanded capabilities for tracking query performance across distributed environments.
• Intelligent Query Processing: Further advancements in query processing features.
• SQL Server Management Studio (SSMS) Enhancements: Improved tooling and developer experience.
• TempDB Improvements: Enhancements to tempdb performance and scalability.
• Database Compatibility Level Enhancements: Ability to control query behavior through compatibility levels.
• Security Enhancements: Improved security features, including integration with Azure Active Directory.

Each version builds on its predecessors, introducing new features and enhancements aimed at improving performance, security, and integration with other data platforms and services. For a detailed list of features and improvements, you can refer to the official Microsoft documentation for each SQL Server version.