Following on from this answerfrom this answer, I have a data extraction requirement that is not presently catered for in the API, so I've raised a feature requestfeature request for that.
It has also been suggested that it would be useful to download SEDE results via a formal API, to cater generally for situations that the API does not cover. The advantage of this is that building new API features may be unnecessary, since the SEDE API would be available in cases that it does not cover; the disadvantage might be that people can run terrible queries frequently and add excessive load onto the database servers.
I understand from this answer that it is possible to programmatically download the CSV file associated with a SEDE query, so if a SEDE API is judged to not be worth implementing, there is at least another way to go about this.