ArcGIS Pro 3.2.1; SQLite:
Use the Make Query Layer, Create Database View, or Make Aggregation Query Layer tools to optimize join performance and for more capabilities when you want to join enterprise geodatabase or SQLite database data.
Do SQLite databases really support query layers?
As far as I can tell, the New Query Layer dialog and the Make Query Layer geoprocessing tool only support .sde connections (enterprise database or enterprise geodatabase).
Make Query Layer (Data Management)
Creates a query layer from a DBMS table based on an input SQL select statement.
...Query layers only work with enterprise databases. File geodatabases are not a valid input workspace for this tool.
Are the Add Join docs wrong?
Thank you for bringing this to our attention. The geodatabase team has identified this as a limitation and we are working towards an update in a future release.