That's a tautology, isn't it? If the persistence engine you're using doesn't support a feature—no matter what that feature is—you'll have to fill in the shortfall somewhere else, such as the app layer.
I'm just saying if you have the option, if the engine does support the feature, and the solution is a good fit for your problem, you shouldn't shy away from it just because some other engine doesn't support it.
Anyway, yes, SQLite lacks a series of features you get on other SGDBs, often for good reasons. In exchange it brings an entirely different set of features. If you want Postgres, use Postgres.