I have found that usually the problem isn’t SQL itself, it’s the design of the database or the application or both that makes it slow or hard to use because databases are tricky and it’s very easy to make them slow and difficult to optimize. This goes for any database, SQL or otherwise.
I think the reason that you see so many people use relational databases for relational data is that they were designed for it and have been optimized to do that job for almost 50 years at this point, the right tool for the job if you will. That’s also why I don’t think any language builds it in, there isn’t one type of database that is good at every scenario so it would be difficult to pick a default as a language. Also keep in mind, most large applications are deployed across many servers so anything that uses a local file is out of the question.
As far as performance directly though, I’m definitely not a DBA but I have spent a lot of time helping people troubleshoot slow databases and it seems many people write apps and design databases based only on how they want to store the data and not how the actual data is consumed. The other thing I think most folks don’t seem to realize (including myself for a long time) know the need for creating good indexes based on how you are accessing the data. It’s not an easy problem to solve for sure though.