That's a whole other can of worms, so let's just ignore it for a second.
I've found that in a sense, the converse is the case, where back-end protocols significantly pre-date HTTP and "haven't learned the hard lessons" around things like cookies, caching, load-balancing, etc...
Ask yourself this: How many SQL database platforms can provide a redirect to clients? Or handle "client steering" at the load-balancer layer when hosted as a cluster with a partition key? Can any database platforms work with an in-line cache equivalent to a HTTP proxy? Digitally sign responses so that even un-trusted caches can be safely used? Etc...
Sure, some database platforms have solutions for some of those issues, but it's hit & miss at best.
And then, you have the problem that fundamentally all of them return tabular data, or go through some legacy thing like ODBC that expects row-oriented tabular data. If the source data isn't really tabular, it'll get expanded into a tabular form anyway.