There’s no practical difference between jq doing it or shell builtins. Either way it is a piped process.
Murex could ship it’s coreutils as external executables like GNU but that wouldn’t be a particular efficient way of doing it. Whereas Bash, zsh, Fish etc all have builtins just the same as murex (eg if/endif, for, switch, read, echo, time, jobs, etc).
The only difference between murex and bash in that regard is that murex builtins can do more intelligent data parsing than just dumb byte streams. Of course if you wanted to use jq with murex you still can. Just as you can still use sed, awq, Perl -pie and others too.