You can. I mentioned EXPLAIN in my comment.
And the query planner isn’t a black box. Once you read the documentation on how the order of operations is determined by the engine, you can start to be thinking on the same plane as the query engine. You can infer how a query will use indices and the way the WHERE clause will be used.
Admittedly it’s not as easy as using an ORM, but if you’re a SQL expert then you can make queries much more optimized. You’ll never internalize how a SQL interpreter reads your queries unless you do it.
I’m talking about huge tables that are hit many times a second, where you need to start thinking like a Formula One team, being creative with queries to shave off hundreds of milliseconds.