Well an LSP server would be a welcome addition.
But before that i would put some effort into the actual "repl/session" -like tool. Pipe a PRQL query to a PRQL session, and then the PRQL translates that to SQL, and returns the underlying response from the database.
If done right, this would open the possibility to build all sorts of cool editor plugins, that could directly interface with the PRQL session.
IMHO this is where a tool like PRQL would shine, as it would make writing SQL more enjoyable and way faster, but at the same time being both language and sql-dialect agnostic.