COBOL? Really? I don't see the COBOL connection at all.
SQL is more closely related to relational algebra, so it makes absolute sense when you're querying relational data.
So that's why many of us prefer to query our relational data in SQL. It's the same reason why we write stylesheets in CSS instead of C++... and why we validate postal codes and phone numbers with regular expressions instead of "manually" parsing them with PHP, Ruby, Python, or what have you. It's all about the right tool for the right job.
Relational data isn't the right solution for everything; there are lots of use cases where NoSQL databases absolutely rock and traditional databases are inappropriate. Again, right tool for the right job.