Joking aside, I do write SQL statements (or use a query builder, which is not the same as an ORM).
I don't "turn the response into classes by hand in every app I write" however, because the responses are perfectly usable as they are (in a more functional style), and OO is not the best way to model records anyway.
I know Ruby and Python have ORMs, ActiveRecord, SQLAlchemy and so on. They're not really needed. Heck, I've read authors of ORMs saying you don't really need one...