A few possible reasons I can think of;
- People prefer to only work in one language - you don't need to make the full mental shift
- It works better/looks better in Python editors
- It should be safer and cleaner that mashing SQL strings together.
- syntax highlighting
- syntax check
- query linting, finding common antipatterns
- no SQL injections possible
No and the I don't think the article suggests anything along those lines or attempts to prove anything.