I confirm it is easy and works !
Take the screenshot BEFORE submitting.

methodname_"Response" is hardcoded in system class  %SOAP.WebService
I would warn for writing a customized version of it.

With MS SQL it's even easier as you can directly run ClassMethods/Procedures  written in TSQL

I didn't mention SOAP WebServices that you can generate directly in Studio.

see these 3 possibilities with examples in OEX

• Background Jobs over ECP
• IRIS Native API for ObjectScript
• Simple Remote Server Control

According to your description you most probably experience this:

Documented here

the doc is for IRIS but it is in place since Caché 2010 or before

found for  2013.1  Sessions and Licenses
more verbose

Besides the functionality and speed that you mentioned already,
there come other factors to my mind. Just a few from the hip:

• Portability: Moving a Caché/IRIS DB from one system to the other is as easy as a file copy. And this goes across most actual operating platforms on local HW or in the cloud, from Win to *X and back
• Flexibility: Splitting or extending your DB if you run out of disk space has no impact on the applications. Vertical or horizontally scaling is a standard feature
• Connectivity: especially with IRIS you have a huge range of adapters and interfaces available that allow access not only by SQL but also by Objects without any need to separate the data accessed from each other.
• Openness: You need a private SQL Function or SQL Procedure because Standards don't fit?   No problem: Just add your self modeled ClassMethod and you have it done for both SQL and Object access.  

As I mentioned already in a different place: The only limit is your own imagination.  

 

There is my related question Multi Language Sort  and the new extension may cover some very simple cases.

@Vitaliy.Serdtsev provided an excellent solution as reply to the problem
including a detailed example of how to cover solve the issues I found
with basic features already available in Caché since almost ever(?).

with error trapping

/// Set value to %session.Data 
ClassMethod setValue(params...) As %Status
{
 try {
   set var=$name(%session.Data)
   for i=1:1:params-1 set var=$name(@var@(params(i)))
   set @var=$g(params(params))
   set status=$$$OK
  }
  catch { set status=$system.Status.Error(710)
  }
  quit status 
 }

it doesn' trap this cases yet

do ..setValue("key1", "key2", , "key4", "val")
do ..setValue("key1", "key2", "", "key4", "val")

did you mean that ?

/// Set value to %session.Data 
ClassMethod setValue(params...) As %Status
{
quit:params<2 0
set var="%session.Data("
for i=1:1:params-1 set var=var_"params("_i_"),"
set $e(var,*)=")"
set @var=params(params)
quit $$$OK
}

/// Set value to %session.Data 
ClassMethod setValue(params...) As %Status
{
 quit:params<2 0
 set var="%session.Data("
 for i=1:1:params-1 set var=var_""""_params(i)_""","
 set $e(var,*)=")"
 set @var=params(params)
 quit $$$OK
}