This makes sense but the problem I had with duckdb + parquet is it looks like there is no metadata caching so each and every query triggers a lot of requests.

Duckdb can query a remote duckdb database too, in that case it looks like there is caching. Which might be better.

I wonder if anyone actually worked on a specific file format for this use case (relatively high latency random access) to minimize reads to as little blocks as possible.