You don’t “program” things with SQL

Why not? It sounds like you haven’t written any OLAP queries :)

I’ve written ETL data pipelines using a system similar to Apache Airflow, where most of the logic is in SQL (either Presto or Apache Spark) with small pieces of Python to glue things together. Queries that are thousands of lines long that take ~30 minutes to run and do all sorts of transformations to the data. They run once per day, overnight. I’d definitely call that programming.

Most database systems support stored procedures, which are just like functions - you give them some input and they give you some output and/or perform some side effects.