“Why sort your keys externally when you can get the DB to do it for you?”
To seek to answer that question, I give you today's workload of 11,344,209 telephone call records. You have exactly 4 hours wall-time to process them. If you imagine that you have enough time to put all those records into a B-tree-indexed random file, I have a bridge to sell you. Instead, to solve this problem and to do so consistently on a daily basis, it will be necessary for you to accomplish the same workload -- with utter reliability and consistency -- much faster.
It may come as an utter and complete shock to you to fathom that your grandfathers, armed with nothing more punched-card tabulators and sorters, with nary a digital computer in sight, could do that. Every day. Under wartime conditions.