SQL implements a kind of set theory with relational elements and a bunch of practical features like pivots, window functions etc.
Pandas does the same. Most data frame libraries like dplyr etc. implement a common set of useful constructs. There’s not much difference in expressiveness. LINQ Is another language around manipulating sets that was designed with the help of category theory, and it arrives at the same constructs.
However SQL is declarative, which provides a path for query optimizers to parse and create optimized plans. Whereas with chained methods, unless one implements lazy evaluation one misses out on look aheads and opportunities to do rewrites.