Within Loki its possible to create Prometheus style recording rules [1][2]
The intended use for the metrics created by these recording rules is for them to be re used in loki custom alerting rule...but we have customers expecting that they can then query the metrics created by these recording rules in the console UI

Loki is writing the results of these recording rule to prometheus compatible WAL files providing configuration for these metrics to be remote written to an external prometheus instance. 

When discussing this with Jan the idea of the loki ruler having A thanos sidecar was discussed inorder to allow UWL thanos to add the loki thanos sider car as a query endpoint

[1] - https://grafana.com/docs/loki/latest/operations/recording-rules/#manage-recording-rules 
[2] - https://access.redhat.com/solutions/7127739