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That's like arguing you should be able to dictate the assembly that your compiler produces. The entire point of SQL (and most compilers) is that they can use their knowledge to optimize the result in ways that are too difficult or too involved for humans to do. Most people cannot out-optimize a compiler in the general case. And most people cannot out-optimize a SQL DBMS.
Also, with SQL, the result might be highly dependent on the data itself. A table with 1,000 rows yesterday might be queried entirely differently from the same table now with 100,000 rows. Are you going to constantly go back and dictate the query plan to the engine every few months as the data changes? Probably not. Use the tool as intended and you'll be fine. Anything else is premature optimization at best.