SQLite also supports recursion: https://www.sqlite.org/lang_with.html
I'm not sure if MySQL does now, but about a decade ago when I did my bachelors, in the database course we switched from doing exercises in MySQL to PostgreSQL when recursion came up. Our local university has a database research group headed by a professor who has a fetish for recursion, so we spent a good chunk of time shoehorning graph and tree problems into SQL. As the story goes, thanks to his constant pestering, DB2 supports quadratic recursion.