I recently moved some data processing from Python/pandas into a database, and with SQL, the processing time went from several minutes to a couple seconds, (and that on a tiny VM).
I understand that not everyone is familiar with databases and SQL, and so default to the toolset they know. But, the performance gains can make learning databases and SQL highly worthwhile. (And, much can be learned in a just few days, especially for those already familiar with working with data.)