The trouble with Parquet (and columnar storage) in ML is,

1. You don't really care too-much about accessing subsets of columns

2. You can't easily append stuff to closed Parquet files.

3. Batched-row access is presumably slower due to lower cache-hits.

It's okay for map-reduce style stuff where this doesn't matter, but in ML these limitations are an annoyance.

HDF5 (or Zarr, less portably) solves some/many of these issues but it's not quite a settled affair.