I think ISA server (a firewall, essentially) required SQL Server, so they tried, they really tried.
This is going back a bit, but from memory that was just for "advanced logging", which was enabled on a default install.
You could either not configure advanced logging, or you could use a remote SQL server.
Except that ISA server ran on regular PC/server hardware. There is a big difference between a firewall/proxy and an ethernet switch.