Also SQL is a substantially inferior API for data analysis. (Not because it's a bad language, but again because that's not what it's designed for)
Because pandasql returns a data frame from a data frame (not sure if this is the case with R), I find it relatively easy to do data things with sql and data analysis with python. However, that's not a huge surprise since I've been using SQL for a while but don't know the pandas or R data frame syntax especially well.
I'm not sure why sqlite was chosen - could it have to do with the in-memory nature of dataframes? So far, my use of sql with data frames has been pretty generic, so I haven't bumped up any implementation specific SQL issues.
Also window functions are really useful for data analysis, and they are much easier to express in dplyr than they are in SQL (at the cost of being slightly less general).
SQLite seems like it has the guts to be the standard libdataframe.c for R, Python, Julia, etc. As a side benefit it already has a super consistent API (a.k.a. SQL).