Well, that is only true (and helpful) if it is a dataset that benefits from being in a tabular format.

Consider, for instance, particle-based simulation data (loading that into any database is a waste of time...), or a set of images that you need to perform non-standard individualized processing on (again, a waste of time).

Stuffing stuff into postgres or clickhouse is great for your typical 'data science' workflows where data is consistent and the problem is 'oh no our transaction volume has increased 100x'. But in other (some would claim more interesting) cases, using database systems is unhelpful.