Hi Ira,
First of all, I would genuinely like to thank you for the insight on the pricing procedure. I am currently working in retail domain and I am aware of the pricing change. Definitely not in details as you wonderfully explain. Also, from purely IT perspective I do not like that process much as it results into high number of records to be modified in our system and result into a complex stock revaluation process which runs beyond our "Data availability for reporting" SLA, resulting in a negative point on our data availability matrix. 
Having said that, please understand that I am not questioning the business process, neither am I asking you to cut the corners in the "Business process", just to fit it in "IT process". Definitely a limitation on Technology should not restrict the business process. All I am suggesting is, to have a look at an alternative. If you need the data dump, fair enough. Just request your IT to look into an alternative to provide you the required data in a manner which is feasible and justified (both cost and effort perspective).
I am sure there would be better ways for IT to provide you exactly what you need and when you need. It is their "job" to figure it out. Generating high volume of data is not unique to your business process and SAP technology does provide different tools for that. I guess your issue is related to this data generation and not use of MS Access. The temporary tables could also be causing issues, but I am not completely aware of that.
I completely understand your frustration. You have a way to perform your tasks and it is working out well. Just that somebody says that is not "technically" correct doesn't make it completely forbidden.
I guess your IT team needs to understand the real issue and try to work it out.
Actually, it is easy for me to say all this sitting on the fence 
. I can just sympathize with you and wish you all the best luck that your issue gets resolved quickly.
Once again thanks for explaining the business issue in details. It surely gives an impression of what really happens beyond the technical stuff.
Regards,
Ravi