If I wanted to combine Excel and SQL, I would look at MS Access first. How does this compare? Also with the latest powerquery add ons Excel you can actually do joins in Excel itself
As for PowerQuery, it's designed as an ETL tool to get data into the tabular model and process it, but isn't as expressive or as well known as SQL. It's a bit less technical, I guess. It's useful, but if you know both SQL and PowerQuery you can probably do much more with SQL.