There are quite a few problems using SQL directly in your program. Separation of concern issues, typing issues (e.g. the compiler can't tell you the USER table isn't appropriate here because it has no way to see what you're doing).

In a multi-paradigm language you wouldn't be tied to using an ORM but you should still use something that provides some kind of anti-corrupt support. In an OO language you can have nothing but objects so there is nothing else your database library can return. It may as well return objects that represent the records rather than, say a list of strings.