I thought Dagster SDAs would have the knowledge to trigger if the relevant upstream assets hand't (with some warning or suggestion to materialize those as required)

hmm this could be an artifact of the fact that asset execution is powered under the hood by a big job. cc @sandy

It doesn't currently have this, but I think it's a good idea. I filed an issue to track this: https://github.com/dagster-io/dagster/issues/8645. CC @josh @Ben Gotow

I do get a warning when selecting an Asset from the UI and trying to materialize it.

Upstream Data Missing
2022-06-28 cannot be materialized because upstream materializations are missing. Consider materializing upstream assets or remove these partitions to avoid failures.

Unfortunately, even when including all upstream Assets in the selection, I get the same warning. It would be great if Dagster could resolve the dependencies of selected Assets, and proceed to materialize them in the correct order! Even better, when selecting an Asset with un-materialized upstream Assets, Dagster could offer the option to materialize upstream Assets as well.