[luispedrocoelho]

For some things, we do. But databases are not magical and setting up a good table/index system &c is also work and there is overhead.

Thus, if we are talking about having (for example) a webservice where queries have a form that is known apriori, then it's a good solution. If you have output data from your processing that you will be slicing and dicing in different ways which you cannot predict ahead of time, then, they are not appropriate.

(Loading Terabytes of data into a database takes a while too).