- Complex joins
- Complex WHERE clauses with mixes of AND and OR (with parentheses)
- JSON aggregation
- Window functions
tend to require quite heavyweight syntax in ORMs (e.g. nested lambda functions). Whereas the corresponding SQL tends to introduce much less noise.
It's basically just another case of a dedicated language being nicer to use than a DSL embedded into a general purpose language. Normally it's not worth creating a whole language just for nicer syntax, but in the case of SQL the language already exists! So why not use it.