A database or hadoop cluster is not just an execution engine, but rather a managable, reproducible execution engine. Sure you can code up a smarter algorithm on your personal i9 workstation. However having something available as part of DB or Hadoop ecosystem enables reproducible execution while taking care of compliance (e.g. privacy), security, access control etc.
Eventually we will have a containerized extensions to DB query execution flow that will allow us to have best of both worlds but for 99% practicing data scientists downloading a Gigabyte sized subset to their own workstation is not a viable option.
The real opportunity lies in ability to add arbitrary compute/memory capacity to DB query execution flows.