SQLAlchemy is a tough act to follow... Unfortunately. We see the same problem over in Haskell land - it's slightly more difficult there because Haskell will never have something like an "ORM", it's more like an "RRM" (RecordRelationalMapper").
Nothing! I think HaskellDB is great (I've only used it twice and I've only had a cursory study of its features - so correct me if I'm wrong anywhere); what's particularly wonderful in SQLAlchemy is the powerful relationship features. One to many, many to many, many to one relationships are auto-populated (lazily or eagerly, depending on which strategy you want to use - joins, extra queries, subqueries, etc...).
I want to replicate SQLAlchemy's relationship and ORM features in Haskell; I haven't sat down to work on it yet, that's my next free-time project.