This paper explores recent trends in integrating large-scale language models (LLMs) into SQL queries to enhance data analysis. Despite the advantages of LLM-based SQL queries offered by companies like Amazon, Databricks, Google, and Snowflake, open-source solutions often lack functionality and performance. This study uses two open-source systems and one enterprise platform to analyze five representative queries and exposes the functional, performance, and scalability limitations of current SQL-based LLM integrations. We identify three key challenges—enforcing structured output, optimizing resource utilization, and improving query plans—and propose initial solutions to address them, demonstrating performance improvements. We suggest that tight integration between LLMs and DBMSs is crucial for improving the scalability and efficiency of LLM-based SQL queries.