You don't need to test that Postgres knows how to parse a query. But you do need to test that the query you wrote means what you think it means to Postgres. The only way to know that for sure is to hand the query to Postgres.

Maybe you don't need to test that the ORM is correct. But you do need to test that you are using the ORM in the way that the ORM's designer expected, which is often non-trivial. And so on.