What do you use to query a relational database, if not an ORM? Do you build your SQL with string concatenation? In my experience that gets messy very quickly for complicated queries, so you end up needing some sort of SQL builder abstraction.
For SQL I would do something similar but use (for example) SQLAlchemy Core (not ORM) to do DB-agnostic SQL generation. That would essentially give me a SQL API somewhat similar to pymongo.
Being able to write a single line of SQLAlchemy to build relationships into your models seems way simpler than implementing relationships in a custom data layer.