There are DBMSes that do their own thing -- superficial chatgpt queries seem to result in a few, but I'll not mention them because I don't know much about their internals. I can think of a few reasons, mostly related to wanting to have more control over how physical media is used. I don't see those arguments made here though.
This paper may be a good read: https://dl.acm.org/doi/10.1145/3341301.3359656 -- it lays down arguments for why not to build a distributed filesystem on top of a regular local filesystem, and some of those arguments could apply to DBMS'es.
This paper may be a good read: https://dl.acm.org/doi/10.1145/3341301.3359656 -- it lays down arguments for why not to build a distributed filesystem on top of a regular local filesystem, and some of those arguments could apply to DBMS'es.