SQL Server has some interesting features. It has a much better alternative to pgadmin. You can write stored procs in C#. I would use postgres for most tasks but there are things unique to SQL Server.
It just occurred to me that Rust might be a really good fit for user defined functions in MySQL. I would never want to write in C or C++ myself, but with a nice crate that abstracts away and/or provides most the structures you might need to pass back and forth, I would be much more confident that if I got it compiling in Rust that it probably wouldn't blow up my database.
I mean, I think that's one of the major benefits of using C# over C or C++. You're not likely to segfault or buffer overflow, etc.
That said, I bet just about every database supports something similar (and postgres' equivalent has already been provided by a sibling comment).
1: https://dev.mysql.com/doc/refman/5.5/en/create-function-udf....
2: https://www.percona.com/doc/percona-server/LATEST/management...
Most of them. SQL-like languages like Oracle's PL/SQL are preferred, not because of any security problems but simply because it's much easier, specially when working with data sets.