I think the biggest reason things like dbm or rdbms support gets added directly into web servers is that it allows run-time configuration - you do not need to reload, which can be a lot easier for people who are not shell-comfortable (like PHBs). The (big) downside with a rdbms is that the server does not know if something has changed, so it needs to constantly ask the data source for the latest information (although you could have it cache it for a limited period of time, e.g. 1 minute). With a file-based dbm, the server can cache results but will have to keep checking the ctime of the file, which is better but still adds overhead and considerable extra code.

Not saying dbm or rdbms support is a good idea, but just adding some perspective.