Yes, the obvious thing is that the Execue SQL script step is not meant to return data but to send data. Only the "Import - from ODBC data source" can get data back from that source.
You can also use the ESS feature if your ODBC source is on the supported list.
My ODBC source is not on the (short) ESS list.
I can live with import records though. Thanks for confirming that really is the 'filemaker way' here.
you were correct in your initial post. a view is a good way to pre-process your ODBC data before Import into FMP. That is, if you have a ability to get these from IT or set them up yourself.