Agree, definitely amazing feature. In the Python API you can get somewhere close with this kind of thing:

input_data = duckdb.sql("SELECT * FROM read_parquet('...')")

step_1 = duckdb.sql("SELECT ... FROM input_data JOIN ...")

step_2 = duckdb.sql("SELECT ... FROM step_1")

final = duckdb.sql("SELECT ... FROM step_2;")