Datafusion's SQL dialect has some slight quirks that pertain to Datafusion-specific functionality. For instance, the ability to create an external table.
With regards to ParadeDB, we rely on the Datafusion SQL parser, which can transform the Postgres SQL dialect into a Datafusion logical plan that can be executed by Datafusion. We actually have an open PR that adds support for user-defined functions...it will likely get merged within a few days.