There are two sayings that are relevant here: 'one should everything about something and something about everything' and 'find a job you like and you'll never work a day again in your life'.
Steve put it well, it is not easy.
If Machine Learning (ML) is something that fascinates you and you are prepared (and are able) to put in the 10'000 hours it takes to become a master, then go for it.
Just know the basics of SQL Server well. Be a competent DBA, developer or whatever it is you do with SQL Server. Being a good ML person does not mean that you should be a poor SQL server person.
Do bear in mind that if you are working for an SME,  your passion and experience in ML almost certainly won't get you very far. You will soon need an ambitious startup  or a large company looking for a guru in that field.