They have two advantages: building SQL statements programmatically is cleaner than string concatenation, and they allow typing inference. The former is not so often necessary (and even when it is, it's often simple enough that string concatenation is _alright_). The latter is what makes me hesitate as a typing ayatollah, but even then I don't think it's worth it (I'll take the explicit typing, with the risk that we get it wrong, which would likely-although-not-surely be caught in tests).
I still need something for migrations and query execution, but I would only reach for query building in like 1% of cases.