Inspired by this question where there are differing views on SET NOCOUNT...
Should we use SET NOCOUNT ON for SQL Server? If not, why not?
I don't know how to test SET NOCOUNT ON between client and SQL, so I tested a similar behavior for other SET command "SET TRANSACTION ISOLATION LEVEL READ UNCIMMITTED"
I sent a command from my connection changing the default behavior of SQL (READ COMMITTED), and it was changed for the next commands. When I changed the ISOLATION level inside a stored procedure, it didn't change the connection behavior for the next command.
Current conclusion,
I think this is relevant to other SET command such like "SET NOCOUNT ON"