The RDBMS are all based on the same underlying ceoncept of Codd's relational algebra. SQL provides a language that is based on these underlying concepts. So, it's a kind of natural fit. This is the reason why it is so deeply intertwined with RDMBS products, the other being that the big names of RDBMS have worked together in the standardisation committees to let SQL evolve together with their product.
When you access the RDBMS with an application programming language, every RDBMS provider will provide it's own native API. These will however look somewhat similar (e.g. SQLLite or Oracle) : you'll probably prepare some SQL statement (with or without binding to programming language variables), then you can execute a prepared statement (this prevents parsing several time the same statement), then fetch or mass-fetch the result. And all these APIs will rely on SQL to express the data definition, data management and data query needs.
If RDBMS wouldn't rely on SQL in their API, they would have to provide hundreds of proprietary API functions that would be different for every provider, and much more difficult to understand than SQL. In addition, it would be more difficult to let an SQL optimizer optimize these API calls. So getting rid of SQL would create another problem.
This is why you'll always end up with some kind of SQL in the way. Be it in the middleware (e.g. ODBC, JDBC or ADO.net), be it in an ORM, or be it in your own data access layer.
The ORM layer (e.g. EF core) is at a higher level. It may therefore hide the SQL behind ORM-specific constructs and do the mapping with SQL behind the scene. This may be interesting for your if you want to focus on your domain objects rather than to deal with the persistence yourself. If you need to do some advanced querying however, you'll quickly recognize that SQL concepts are still there.
If you're worried about performance, don't: very large scale transactional systems have demonstrated that this architecture can deal with very high volumes (and this is why you generally separate in the low level API the 'prepare' and the 'execute').