Like figuring out a reasonable access path between tables when you're dealing with billions of rows
Like guaranteeing consistency between your relations. While the join command sounds useful (I didn't know it and I'll look into it) it's not really a replacement for all the constraints, which a database provides to ensure that you don't fubar your data
Backup, recovery? Just hope to you really grab everything. No only the data, but also your carefully crafted queries. Sounds like a bummer to figure them out anew
Implementing ACID also sounds like quite a challenge
A database is not just a shipping container, where you cram in your data and provides a few tools to organize it. There's a lot more under the hood, which is just not supported in plain old files.