It would be awesome and helpful if ArcGIS Pro showed the beginning of the query expression when you're writing out your own expression. Like in ArcMap:
This helps you know what part of the query has already been included in the tool.
In ArcGIS Pro, it currently shows this:
So the way it is now, you have to know that the "SELECT...WHERE" part has already been included. If you're like me, with not much SQL experience, you might even do something like the following:
As you can see, the verification tool has no problem with this statement. But when you run it, you get a syntax error. All this to say, not having the beginning of the statement written out somewhere can cause confusion