I don't see why. Using built-in database is optional. picoLisp can read/write files so there's nothing stopping you from serializing the structures to file (like Python's picle) or adding a module to query a database.
Although I think that for many cases where you would use serialization to a file or store small amounts of data in sqlite, using built-in object database integrated with the language would be a better solution.
My point wasn't that picoLisp was in any way stopping you from using a separate database, it was that if you go the route of using the built-in abstractions listed on that page you won't find any out-of-the-box interoperability with any existing SQL database. You'll have to roll your own.
That's too bad because I think using the picoLisp database as a cache backed by a SQL database makes a lot of sense.