ORMs lure you in with a false sense of neat abstraction. They have nice intuitive examples on their home pages. But then you use them in the real world, doing gnarly queries, and you realize that doing anything powerful and fast in the ORM requires its own completely separate abstractions, which are often difficult for the uninitiated to follow. It's also often a big pain to debug the raw SQL that gets compiled after…
Whenever I get to the point where I'd do something gnarly with a query, I just fall back to SQL statements with results that the ORM can parse; or just dump directly into data structures and go from there, even if the originating tables still have ORMs.
If your framework/library/language doesn't let you skip the ORM - or populate the object with the results of a custom query - well, I'd say that's a failing of that ORM, not of ORMs in general.