The main reason is the object-relational impedance mismatch[1]. Basically, programmers like working with objects that have data fields. This is because most modern, widely-used programming languages treat objects/aggregates with data fields as a first class concept. But SQL isn't designed around objects with fields, it's designed around tables, rows, and result sets from queries. Therefore, working with SQL in most modern programming languages generally requires layers of annoying result-set->object or object->row plumbing/conversion code. (Not to mention the vagaries of type conversions.) Of course, these days, this problem can be substantially mitigated to a certain extent by clever ORMs, but an ORM is generally a leaky abstraction at best. Obviously, whether or not any of this bothers you will depend on your use cases and a lot of other factors.
[1] https://en.wikipedia.org/wiki/Object-relational_impedance_mi...