Do you set up a new database schema for each unit test? If yes, that tends to be slow if you have many tests (hundreds or thousands), and if no, then you risk getting stateful dependencies between tests and they aren’t really unit tests anymore.
This is the same risk with mocking/stubbing, but for integration tests it's important that you're testing with the actual system used in production.
In our case, we decided it was a worthy trade off in terms of developer feedback times on our python microservices, because most of the SQL there is INSERT only. In our golang services which do 90% of the interesting SQL, we spin up PG in a docker container.