The main reason is that a lot of the reason comes around that it is incredibly difficult to do this in a general case just because of the grammar of SQL. Especially with the very different dialects, in the worst case you can get unintended remote code execution[1]

There's an incidental performance benefit on some database engines as well. When you write a SQL query, in general the database engine has to compile this to a form it can use

If you use raw string concatenation, "SELECT USERS FROM table WHERE id=1" might compile to something like (pseudocode below)

    def prepstatement1():
        ...

    def prepstatement2(id: int):  # <--- notice the new parameter here
       ...

[1]: For example SQL Server has xp_cmdshell: https://learn.microsoft.com/en-us/sql/relational-databases/s...

[2]: https://en.wikipedia.org/wiki/Prepared_statement