We used Apache Drill a few years back and it could do exactly that - run locally and provide a SQL interface to query parquet files. Still great to see more and better options!
With DuckDB, the return result is a Python data structure (list of tuples), which is amenable to further manipulation without exporting to another format.
Many GUI db tools often return results in a tabular form which can be copy-pasted into other GUI apps (or copy-pasted as CSV).
[1] https://drill.apache.org/docs/drill-in-10-minutes/#querying-...