Using chaining without discrimination just for some subjective expressiveness should be considered a clear anti-pattern.
On the business domains, patterns like DDD advocate immutability which chaining violates since you are returning a modified $this.
You could chain, as long as you return a copy with modifications, rather than $this.
The ORM example is not relevant in other contexts because it was meant to define a language. You expect the behavior, but it is a very particular area of the application with very particular needs (you do need to build on the statement largely as a one time operation to provide a given result and never care about intermediates)
I would recommend reading a bit into ddd, value objects and the design patterns around that.