When you execute MXG ASUMUOW PROC SQL after you set OPTION OBS=0, you encounter ERRORABEND and the following messages in the SAS log:
This issue was found in the default ASUMUOW value, but only if you did not enable IMACUOW to create observations. This issue occurs because ASUMUOW sets OBS=0 prior to PROC SQL.
MXG Release 35.36 will be shipped with the NOERRORSTOP option added to all PROC SQL code to protect against this exposure.