You should really go through your init file as @Drew suggests in a comment: you should be able to easily find out any customizations you make to sql-mode and undo them. What you are looking for is probably (just guessing here that electric-pair-mode is the culprit: if you had posted the list of minor modes as I asked in a comment, it would be possible to guess more accurately - but you didn't):
(add-hook 'sql-mode-hook (lambda () (electric-pair-mode 1)))
If you find something like this, delete it, restart emacs and check again.
As a last resort, if you still cannot find anything, you can try adding the following to the very end of your init file so that it takes effect last:
(add-hook 'sql-mode-hook (lambda () (electric-pair-mode -1)) 99)
N.B. That 99 argument to add-hook will (with some caveats) place this function at the end of the hook, so it will be executed last.
That will disable electric-pair-mode when the hook is run, i.e. whenever you create a buffer whose major mode is sql-mode, so (one hopes) it will undo what you did before. But that's just a band-aid: obviously, it would be much better to find the place where you turn electric-pair-mode (or whatever other mode is causing the behavior you observe) and eliminate it from there.
EDIT: The OP mentions in a comment that he saw this in an init file:
(use-package emacs ... :hook ((prog-mode . electric-pair-mode)))
That of course is the culprit: prog-mode is the parent of sql-mode (see the doc string of sql-mode with C-h f sql-mode), so when the mode function is called, not only sql-mode-hook, but also prog-mode-hook is run: that's why electric-pair-mode is enabled in a sql-mode buffer. Note that the mode hook is run after the hook(s) of its ancestor(s), so you can disable anything that the parent (or more generally, ancestor) enabled by doing it in the specific mode hook:
(add-hook 'sql-mode-hook (lambda () (electric-pair-mode -1)))
There is no need for the 99 paranoia above.
But prog-mode-hook is the parent of many modes (basically any mode that implements facilities for some programming language: python-mode, c-mode, perl-mode, emacs-lisp-mode, as well as sql-mode, and many others) all have prog-mode as an ancestor, so they would all have electric-pair-mode enabled with the setting above.
If you really want electric-pair-mode in most prog-mode buffers, then disabling it for sql-mode makes sense. But if you only want it e.g. for c-mode but not for others, then getting rid of the prog-mode hook setting in the use-package call and enabling it in the c-mode-hook instead is preferable.
emacs -Q(no init file) then bisect your init file to find the culprit. You're doing this to yourself, somehow.C-h m. Add the output to your question.electric-pair-modeenabled somehow.