Functional-core, imperative-shell design suggests to then use this functional core within a shell of code that handles IO, handles failure cases--effectively, anything that can fail belongs here. To me, that's the React component; I don't view React as "functional", as it's got multiple types of state even separate from Redux (and this is not a demerit, IMO). The onClick handler of a React button is no different from the command handler for a CLI application. The code in that handler makes requests of its API client (which I typically inject through context and my own HOC--like I said, React's statefulness doesn't bug me at all), it performs business logic functions on the data yielded from its API client, and it stores the result (typically with a onComplete method or the like, so my redux-connected component can dispatch an action).
I'm amenable to other ways to do that data routing (because that's really all any of this is), I just don't see why the state store is where this routing should be done and see a lot of reasons around testing and failure-rescue and general code cleanliness why I wouldn't. If you were to make HTTP requests in your SQL datastore I'd be remarkably concerned for your sanity; I don't think it makes any more sense to do so in a Redux store.