The reasons why are fairly fundamental in nature, and are summed up in a phrase that has been orbiting the database world for well over a decade: "the object-relational impedance mismatch." Borrowing terminology from the electronics world, this phrase highlights the significant differences between systems built along object-oriented lines, and those built along relational lines. It is not too far off the mark to say that the two paradigms - object-oriented and relational - are two very different world-views.
In an object-oriented system, data lives inside objects. In a relational database, data lives inside rows within tables