They provide an escape hatch because the language has support for features such as temporary tables, native DB functions and transaction control that are nonstandard and have a hundred gotchas, and are therefore not amenable to implement in an ORM.
I have 30k lines of business logic written for Django that does not use that hatch even once.
I don't know where you've been looking, but from what I've seen it's an easy to find feature. To give two examples:
https://docs.djangoproject.com/en/1.10/topics/db/sql/
https://github.com/StackExchange/Dapper