I'm very confused by this. I've used pandas for ever a decade, and in most cases it's a massive time saver. I can do a single query to bring data into local memory in a Jupyter notebook, and from there re-use that memory across hundreds or more executions of pandas functions to further refine an analysis or whatever task I'm up to.
Your "copy-object-copy" is not relevant in data analysis use cases, and exists in pretty much any system that pulls data from an external service be it SQL or not.