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DuckDB as the New jq
(www.pgrs.net)
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While it doesn't provide an SQL interface, I've been using Nushell as my shell, which has native data operations.
I tried querying the same, and I'm still not fluent (this was my third or fourth bigger/practical data querying), but it works well and fast too when you know the syntax:
I've used Nushell for reading en-mass json files, generating command json files for stuff saved in excel files (you can natively open those too), and most recently to query log files for specific information and usage analysis.
/edit: This comment has the better nu solution.