At this stage the volume/persistence configuration for all of the major DBs is arguably extremely well understood and has been for years. The only real risk in running the DB as a container for most people is not configuring volumes for persistence correctly.

For most DBs it's one or two paths in the container, and virtually all DBs vendors have a reference Docker Compose example somewhere showing volume config. I can't remember the last time I ever "natively" installed a DB personally!