sure, you can find data and spin up your own db but you still need a tutorial to a) explain what the data/tables are and b) guide you through some things to build. for most programming languages you can make some sort of little widget or itneractive program that lends itself well to learning via curious exploration. SQL does not lend itself to that because you don't really make something 'fun'. You just make more tables. People aren't going to naturally come up with the kind of boring-but-challenging things that you use SQL for like "come up with a daily aggregate of pageviews, but exclude users that had account status X in the previous 30 days OR if they have a special status set in this other table as of the date of the pageview. And make sure that days with 0 page views show up with 0 pageviews and are not just missing from the table".

Also, it's very easy to make queries that complete and look correct but give wrong or incomplete results. You've not going to notice that from just running queries in self-directed practice.