Let me first say that ORMs can make your development life easier if integrated properly, but there are a handful of problems where the ORM can actually prevent you from achieving your stated requirements and goals.
I have found that when designing systems that have heavy performance requirements that I am often challenged to find ways to make the system more performant. Many times, I end up with a solution that has a heavy write performance profile (meaning we're writing data a lot more than we're reading data). In these cases, I want to take advantage of the facilities the database platform offers to me in order to reach our performance goals (it's OLTP, not OLAP). So if I'm using SQL Server and I know I have a lot of data to write, why wouldn't I use a bulk insert... well, as you may have already discovered, most ORMS (I don't know if even a single one does) do not have the ability to take advantage of platform specific advantages like bulk insert.
You should know that you can blend the ORM and non-ORM techniques. I've just found that there are a handful of edge cases where ORMs can not support your requirements and you have to work around them for those cases.
