I'm curious as to your reply, in my view an Oracle database has more extra-steps.
For sql server the only extra step I can think you are referring to is to add the 'set DATEFORMAT ymd' parameter in the admin app.
If you go the Oracle route you will have to install the Oracle Client on every sever or end-user workstation that will be talking to the database where as sql server will connect 'out-of-the-box' (assuming Windows servers/desktops)
Oracle DB certainly has advantages in scalability where-as SQL Server is easier to deploy without needing to retain a DBA.
Side Note - if you plan to deploy P6 Analytics - definitely go with Oracle to avoid having to use a Database Gateway.