SQL Server Autonomous transaction logging
I am also an Oracle developer. Savepoints are for partial rollback. Oracle autonomous transactions are for partial commits. 

Oracle autonomous transactions work like below.

Start Transaction1
/*DMLs*/
    Start Transaction2
    /*DMLs*/
    COMMIT only Transaction2 and end Transaction2
ROLLBACK only Transaction1 retaining changes committed by Transaction2 and end Transaction1


It seems that SQL server does not allow partial commits. Please check NestedTransactions. When an outer transaction is rolled back, the committed inner / nested transactions are also rolled back.