An ORM is a technology that has the problem of trying to make easy things easier (CRUD) while making difficult things more difficult (complex joins, SQL lock management, indices, etc.). Why spend so much $$$$$ on a fancy database if you are going to make 70-90% of its features impossible to use?
Fine grained control over locks, transaction levels, JSON indexing, etc. In fact, some databases (older versions of Postgres, Oracle, etc.) do not actually have true serializability so explicit locks may be the only way to implement certain logic correctly. I picked on explicit locks since it is quite useful as well as being generally poorly supported by ORMs.
