You also get no control over the level of abuse, misinformation, and spam on those external sites.
The joy of having comments on your own site is that you can moderate the bad-faith discussions and curate a friendly / helpful atmosphere.
Yes, you need a small database to receive and serve comments. Spam is mostly taken care of with a hidden field. It is great to build a community of commenters who want to offer their thoughts.
You'll also notice that I use WebMentions to import those 3rd party discussions (or links to them) into my blog.
That way users aren't subject to the advertising on platform A, the poor moderation on platform B, or the difficulty of even finding the comments on platform C.