When I explored this route I lost the will to go on. Each Dali device need programming with a Dali address, the the KNX bridge (I used the Merten one) needs programming with the mapping to KNX address, and finally loxone needs programming with the KNX address and details of the lamp itself. And after all that it was only one way, no feedback of lamp failure etc, and if you want to setup control groups again you're working in multiple places to define them.
(A small benefit of the Merten bridge is the web UI means it could at least be programmed without having to get into KNX ETS too, I believe)
If you think you will commission everything then never change it then maybe this is acceptable one time hurdle to get over, but for a tinkerer like myself it completely sucked the joy from the project.
How about using Dali just for the nice fixtures in main area of the houses and a more priceworthy option like DMX/SSR relays for utility areas, outside, outbuildings, etc? (The inconsistent wiring topology would annoy me I'll admit)
Or wire 5 core to each fixture for future proofing, and use a simple wireless bulb/driver in lesser locations.