In my understanding information regarding the gene expression come from mRNA (exon) and control or regulation of a gene can get from non-coding part of DNA (intron etc.). If it is true then I have a hypothesis that SNPs from mRNA (Exonic part) can provide the information related to a trait (through SNP-GWAS) and SNP form DNA (only Intronic or intergenic part) may can provide the information related to Repeat elements such as TE (small RNA species, lncRNAs and Cis-regulatory elements) and Tandem repeats (TR) (what we can get from it TR, I have no knowledge, please guide me). Waiting for the kind suggestions from experts here. Many thanks for your kind time!
What you're getting at is really the difference between whole exome seq and whole genome seq (WES and WGS). WES uses probes to isolate the DNA that corresponds to exonic regions, while WGS looks at the entire genome.
The main advantages to WES are that you're looking at variants that will actually be translated into proteins, and you're only looking at ~2% of the genome, allowing you to get more sequencing depth or sequence more samples for the same cost. What you're missing are regulatory elements. In addition to the noncoding RNAs you mentioned, many mutations could be in promoter or enhancer regions that could have substantial effects on gene expression, these will be lost as well.
While it's possible to call SNPs directly from RNA-seq, RNA undergoes a lot of post-transcriptional regulation including covalent modification of the nucleotides. This covalent modification can lead to inaccurate SNP calls, therefore performing a WES would yield higher confidence results.