You don’t need an ORM either. It’s just another level of complexity for very little to no gain in almost all cases. Just write SQL.
The tooling in a lot of languages and frameworks expects you to use an ORM, so a lot of the time you will have to put up a fair bit of upfront effort to just use Raw SQL (especially in .NET land).
On top of that ORM makes a lot of things that are super tedious like mapping to models extremely easy. The performance gains of writing SQL is very minor if the ORM is good.