As you said, let the Database Engine do the hard work of optimizing the query plan for you.
I currently have no reason to believe that the PRQL generated SQL would be any worse than hand written SQL. That said, I don't think we've currently looked at any ways of passing hints to the query planner. We're always open to suggestions!
In the worst case, you have full access to the generated SQL, and for absolutely crucial queries you can hand modify that SQL. At least PRQL might have saved you the trouble of writing a cumbersome window function or something like that (see for example the example of picking the top row by some GROUP BY expression).
Do you think the SQL complied by PRQL could be as effective and optimized by database engine as the direct-written SQL?