If I wanted to combine Excel and SQL, I would look at MS Access first. How does this compare? Also with the latest powerquery add ons Excel you can actually do joins in Excel itself
Sure. With Access you'd have to first get the data into it, process it there and get it back. With QueryStorm, you just click "connect" and you get a nice SQL editor, code completion and all. Anything that's marked as a table will show up as a database table. If you wanna connect to access or some other type of database you can do that as well, and the Excel tables will be visible to the database as temp tables.
As for PowerQuery, it's designed as an ETL tool to get data into the tabular model and process it, but isn't as expressive or as well known as SQL. It's a bit less technical, I guess. It's useful, but if you know both SQL and PowerQuery you can probably do much more with SQL.
It is possible to connect an Excel spreadsheet directly as an ODBC data source to Access. Then you can run SQL queries, views, reports on the data, without having to export or modify it in any way.