SQL Server 2022

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create table base_table (
  search_value integer
  );

create table some_values (
  first_value integer,
  second_value integer,
  third_value integer
  );
insert into base_table values
  (1),
  (9),
  (11),
  (20);

insert into some_values values 
  (1,2,3),
  (4,5,6),
  (7,8,9);

7 rows affected

select * 
  from base_table bt
 where exists
         (
           select 1
             from some_values sv
            where search_value in (first_value, second_value, third_value)
         )


search_value


1

9


select * 
  from base_table bt
 where 1 in (select first_value, second_value, third_value from some_values)
Msg 116 Level 16 State 1 Line 3
Only one expression can be specified in the select list when the subquery is not introduced with EXISTS.