VS Code plugs into my DB just fine for writing SQL queries...
With an ORM, you can also over-query deeply nested related entities very easy... worse, you can then shove a 100mb+ json payload to the web client to use a fraction of.
No, but it does put you closer to the actual database and makes you think about what you're actually writing. You also aren't adding unnecessary latency and overhead to every query.
Also the overhead of good ORMs is pretty minimal and won't make a difference in the vast majority of cases. If you find a bottleneck you can always use SQL.
With an ORM, you can also over-query deeply nested related entities very easy... worse, you can then shove a 100mb+ json payload to the web client to use a fraction of.