I suppose I think of this the other way around. When the query engine is inside your app, the query engine doesn't need to do loop-like things. So you can have a much simpler querying language and mix it with plain code, kind of similar to how you don't need a templating language in React (and in Clojure when you use hiccup to represent HTML)

Additionally, this laziness means your business logic can dynamically choose which data to pull in based on results of queries, and you end up with running fewer queries as you'll never need to pull in extra data in one huge query in case business logic needs it.