As I understand it, the point of an ORM is to make relational data look and feel more like the objects in my program; I shouldn't have to think about the consequences of my data living on the other side of a network connection. Even if that isn't the official point, it's at least a widely-held misunderstanding. If you're going to write code that uses the ORM this way, you're going to have a bad time, but if you write your code intelligently, you end up using your ORM as a glorified query builder.

I think an ORM makes more sense in a functional language since the interfaces are more likely to be declarative than imperative. For example, an in-memory List and a SQLQuery can both implement a filter() method that takes a function and applies it in the way most efficient to that data structure; in traditional OO languages, we usually loop over our in-memory structures explicitly, and doing that with a database is prohibitive.