The better question is, why is DuckDB so popular when one can use Polars which has a sane, lintable, typesafe API compared to the mess that is SQL:

  WITH lagged AS (
      SELECT 
          *, 
          LAG(event_time) OVER (PARTITION BY user_id ORDER BY event_time) AS prev_time
      FROM events
  ),
  sessions AS (
      SELECT 
          *, 
          SUM(COALESCE((date_diff('minute', prev_time, event_time) > 30)::INT, 1)) 
              OVER (PARTITION BY user_id ORDER BY event_time) AS session_id
      FROM lagged
  )
  SELECT
      user_id,
      session_id,
      MIN(event_time) AS session_start,
      MAX(event_time) AS session_end,
      COUNT(*) AS event_count
  FROM sessions
  GROUP BY ALL
  ORDER BY user_id, session_start;

  result = (
      df.sort(["user_id", "event_time"])
      .with_columns(
          session_id=(
              pl.when(pl.col("event_time").diff().is_null())
              .then(1)
              .when(pl.col("event_time").diff().dt.total_minutes() > 30)
              .then(1)
              .otherwise(0)
              .cum_sum()
              .over("user_id")
          )
      )
      .group_by(["user_id", "session_id"])
      .agg(
          session_start=pl.col("event_time").min(),
          session_end=pl.col("event_time").max(),
          event_count=pl.col("event_time").count(),
      )
      .sort(["user_id", "session_start"])
  )

Why would you prefer Python and Pandas over good old SQL? Pandas is so verbose and hard to debug, most of the times struggle to be performant on small datasets.

SQL has been around since the dawn of databases. I am happy to see a trend away from pandas.

Pandas has lots and lots of problems.

Performance is definitely one of them, but it also has inconsistent and duplicated methods, inconsistent defaults (e.g. some methods are inplace by default), copy by reference issues, I could go on.

It was an early winner in an extremely popular language. That's really the main thing going for it, but alternatives have been a long time coming.

I wrote a blog post a while back to address this question here: https://www.robinlinacre.com/recommend_duckdb/