It's not that difficult to do, it's literally day one of a "learning SQL and databases" course. You don't need that much tech savvy to follow a tutorial and start queries in what is a basically a big fancy excel workbook
Why would they do that instead of using some SaaS that promises to do everything better like Snowflake or Tableau or whatever?
Because when they want to get work done they're going to use the first Google result, not spend a week scrutinizing SaaS options.
I don't think spinning up an AWS instance to do that would be the first Google result though.
And the first Google result will be the marketing blog of a SaaS talking about the business value brought by that SaaS, not a how to tutorial on spinning up an AWS EC2 and installing stuff inside.