What is the disadvantage of using multiple Z-Order columns?

qwerty1
Contributor

The documentation states

You can specify multiple columns for  ZORDER BY as a comma-separated list. However, the effectiveness of the locality drops with each extra column

What does it mean for "effectiveness of the locality to drop" with each extra column? For eg: I would like to query my delta table with 20 columns mostly using predicates on source and completedAt . Here source can have ~500 distinct values and completedAt is a timestamp where I would like to query records after/before a particular timestamp.

In the above scenario would the effectiveness of the Z order query drop if I just used source in predicate?