Advantages of pandas dataframe to regular relational database
I think the premise of your question has a problem. Pandas is not a "datastore" in the way an RDBMS is. Pandas is a Python library for manipulating data that will fit in memory. Disadvantages:


Pandas does not persist data. It even has a (slow) function called TO_SQL that will persist your pandas data frame to an RDBMS table.
Pandas will only handle results that fit in memory, which is easy to fill. You can either use dask to work around that, or you can work on the data in the RDBMS (which uses all sorts of tricks like temp space) to operate on data that exceeds RAM.