Hi,
BCS has more limitations than SharePoint list.
While if you just want to read data from BCS(SQL SERVER), it should be fine, but you need define filters for it.
Here are some links for your reference.
https://technet.microsoft.com/en-us/library/cc262787.aspx?f=255&MSPPError=-2147217396 (List
and library limits part)
https://blog.devoworx.net/2013/01/01/external-list-limitations-in-sharepoint/
http://pravahaminfo.blogspot.sg/2012/01/business-connectivity-services.html
BCS filter and paging.
https://blogs.msdn.microsoft.com/jysaikia/2010/12/15/a-step-by-step-guide-in-designing-bcs-entities-by-using-a-sql-stored-procedure/
SharePoint: Best practices for large list.
https://blogs.msdn.microsoft.com/svarukala/2017/05/07/sharepoint-best-practices-for-uploading-more-than-5000-items-to-a-librarylist-aka-large-lists/
Best Regards,
Lee