This is a product limitation and there's no easy way around it.
For this kind of update HANA would have to get an lock all possibly affected rows from the DEPT table, perform the join of EMP and TEST_JOIN, change the values for DEPT and store it back to the remote DB.
This scenarios is not implemented in SDA.
Keep in mind that SDA is meant as a data integration feature and not as a heterogeneous DB federation function.
If you need to actually do something like this, you'll need to build it yourself on top of SDA or use a ETL tool.
- Lars