For a lot of files where you would want to perform a quick one-time analysis, I don't think it's worth starting up a new database, and write scripts that parse the file from the source format and import it into the database. The one time I did it for postgres it took me maybe 2-4 hours to finish the script and start looking at the data. Next time it would be maybe an hour, but it's still a time.

So I guess I can see how not having to do the conversion for quick one-time analysis could be beneficial.