I'm not sure I follow. Fetching the data in one query should almost always be faster and more efficient - the same work is being done regardless, except now you have the additional overhead involved with a second query (network and connection overhead, parsing etc.)
Depends on how the database engine sets up the join. I've seen queries where the join ends up spilling into a temp table and it takes a lot longer to do it that way. IIRC, this can happen especially if you've asked the database engine to sort things.
Same with UNION vs IN. If you union 10 queries for one row each by id, it'll hit the index every time; but if you do it with IN, maybe it decides to do an index scan which takes longer.
You could say well the database engine is broken if client-side join works better than database-side join, and sure it probably is, but given the choice of fix the database engine or do a client-side join, I know which one is feasible in the short term.
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