why do you care if SAS spends a couple of seconds converting the date into YYYYMM?
You have a date in the database, you have done it right.
Let SAS convert it to whatever it wants.
if you are worried about them full scanning an entire table to find a single month and would like them to use partition elimination or an index, then tell the SAS people to query
where date_column >= to_date( :x,'YYYYMM' )
and date_column < add_months(to_date( :x, 'YYYYMM' ), 1 )
it'll have the same "effect" as you adding a redundant column that you must maintain so they can code
where fake_date = :x
only it'll be much more efficient and straightforward, something you can do this afternoon if you want.