For that reason, I see the technical part of this post at odds with the initial premise that a leadership role should need to learn how to query their data. If the resulting information, stats, etc are being used to answer business questions and make business decisions, it would be best that the person that specializes in this produces said information/queries.
If there’s some tool GUI interface and the datasets are clean or well documented, then maybe the self service nature is on the table again but anything moderately complex likely will still be run through the BI team. In a sense, it’s just basic QC, it’s not that I’m completely helpless. I might even do a first pass and kick it to BI for them to review, but seldom do I find myself in a real world situation where I’m confident enough about my knowledge of the underlying data so that gives me a huge pause most of the time.