I agree sql is more elegant. The problems arise when you have to add logic on top of sql. Often I end up constructing queries via string manipulation and that is not very ergonomic. Polars api is more verbose and complex than sql but at least it's not meta-programming.
The duckdb python api is okay, but it is a bit limited, no ctes, no as of join, and it can be slow at bind/interpretation time when you do stuff like unioning multiple relations in a loop (I think that becomes O(N^2), but I might be wrong). Most issues can be worked around, but Polars is designed from the ground up to be used from python.
You should be using dbt instead of string manipulation for serious query building.