When you say SQL format do you mean being able to read the output of a jdbc or odbc driver?
If this is the case then mostly just time. You are not the first person to ask about this and now that there are java bindings in cudf this might become easier to make a reality in the next few months.
Or do you mean being able to read a database's file format natively?
If this is the case there are many reasons.
1. There are many poorly/non documented formats
2. Even if you decide to read some other DB's format natively, those formats change over time
3. Little control of how and where the data is laid out