What do you think is missing? I'm a big SQL fan and the idea of direct SQL to X seems appealing at least on the surface.

Probably the biggest issue is that it's primarily useful in the context of exploratory analysis and makes iteration on a plot much slower, requiring you to re-run the query to get a new viz. Iterating on a viz is best done with the data cached locally or elsewhere.

In the context of a query used for a dashboard in prod, you're likely using a different viz environment so it's not useful at all there.