Yes, without going to details, it's complex, and it's because USB and SATA are completely different protocols, intended for completely different applications. They use different electrical signaling, different line coding, different packet structure, everything.

You need a chip that can do the conversion.

The chip needs to be placed somewhere, and it needs connections to USB connector and power supply connector, and internally to SATA connector.

The chip, connectors, and components that do the required power supply conversion are best done with a PCB.