Running a database server is an expensive undertaking. You need to buy costly hardware, especially if you need your server to be fully redundant and resilient to errors. You need a monitoring system to keep track of its health, and you also need specialized staff to keep the database running smoothly.
Even if you run your database on cloud hardware, maintaining the server requires a lot of effort. This is especially true if you’re running a specialized database for applications like time series or column stores.