As someone who is in charge of customer analytics, you sit in a role that is neither completely business nor completely
IT, regardless of where it is placed in an organizational chart. Your work should mostly entail using the data provided in the data warehouse, as opposed to sourcing data into the warehouse. However, as a "data steward," you should have great influence over what gets sourced and how it may be transformed en route to the warehouse. It's the job of the data warehouse team to actually do it, but you should be part of the extended design team.
If it helps you do your job more effectively, you should have the ability to utilize SQL. However, I do understand their desire to roll out the warehouse in a measured fashion and I also understand their interest in getting users to utilize the full capabilities of the BI tool(s). The extreme alternative, which is not good for the organization, is everybody pulls raw data from the warehouse. Following this method, anyone can apply all manner of calculations to the data in spreadsheets, as opposed to working with the data warehouse team to bake those calculations into the warehouse ETL so that it's easier, supportable and everybody can benefit.
As long as you are truly analyzing the data and not doing processing that really belongs in the ETL, your request makes sense. Over time, warehouse usage naturally evolves into multiple tools across multiple categories. Long gone are the days when we foisted SQL access on the pedestrian end user, but SQL remains a viable tool for the power user.
Work on communication and alleviate their concerns, but if both sides acknowledge that the focus needs to be on business value, you should be "SQL'ing" away.
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