'Data' is quite broad. If you need results in a tabular format I agree with you - without doubt SQL is the API.

But for nested data (XML, JSON, etc.) it really isn't the best language for that. I am talking here specifically about not querying data that is nested, but actually getting query results in a nested format. SQL can do it (almost all major databases have XML and JSON support) but it rally isn't the easiest thing to use.