There are a lot more composability problems with SQL.

As an example, can you write a function that you can invoke on a column in a select statement and will compute the cumulative distribution function of that column?

The expression to do this is enormous "SUM(column) OVER (ORDER BY column ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) / SUM(column) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)" and there is no choice but to inline it. I think it would be reasonable to expect users to be able to describe this and then write simply "CDF(column)". The only systems that do this I believe are text processing macros on top of SQL...