I work a lot with data as well primarily I use SAS, R and SQL. I'm also very procedurally oriented (as in I prefer breaking task down into discrete chunks), R's functional way of chaining operations with pipe operator feels so alien to me.
I find myself having the opposite problem I probably use (abuse?) SQL more than should.
My world (industrial plant) is very DB/historian heavy everything speaks SQL it's pretty much the common tongue connecting everything. I think this is slowly changing some PLC/historians now offer a webservice which returns JSON objects via an ajax query - personally I vastly prefer SQL to ajax.
I'd estimate for a typical problem I'm working with maybe 90% is done in SQL vs 10% in R/SAS code.
When I need Regression, Principal Component Analysis, Time Series manipulation, Plots etc I have to break into dedicated language.
For most other things - extract, merge, filtering, high level aggregation (Count sum etc) type of operations using SQL feels more natural and expressive to me.