If you think its a matter of just connecting to a standard database, you are missing the whole point.
People in the data business tell you cleaning and preparing the data is 80% of the work. Wolfram has done that for you. And then taken it farther: integrating it directly into language constructs.
I think SW's post did a poor job of explaining these capabilities, but in some domains this integration totally trounces what is possible in other systems. A great example of this is how GeoGraphics works:
http://reference.wolfram.com/language/ref/GeoGraphics.html
Notice how semantic entities like countries and landmarks are interoperable with the graphics language.