As former Visual Foxpro developer, I tough that is odd that no mainstream language define the relational model as part of the language.
Having the full database engine is not good idea, but having the "SQL" language instead could be VERY useful.
In OO, exist the impedance mismatch. This happened because objects and set not like each other. But if a language let me define TABLES, FIELDS, RELATIONS, CONSTRAINS, etc (without tie it to a particular storage) will be very powerful. Plus, making a ORM will be more 1-to-1 mapping.