LCL (the first choise in create new project), empty form is 14,6 MB, delphi 2007 same new project, empty form is 407 kb.
Yep. Read the "size matters" wiki article. If after reading that it that is a problem to you... well... to each his own.
Delphi has the same "bindings". External or not, there are also client-server databases, written in native Delphi, based on components. That gives you total ownership of both client and server, along with control over who is accessing your data and who is not.
Well yes. Same applies if you use an open source C/C++/whatever database. Once again, to each his own.
That said, if you want to upgrade e.g. the existing TDBF code to provide client/server functionality and e.g. an SQL layer, I'd certanily not stop you
Not to mention that most of the common dbms-es run on Windows, not on Linux.
Not sure what does has to do with anything - I must be misunderstanding you. Oracle, Firebird, Interbase, MySQL, MS SQL Server, PostgreSQL all run on Windows and all have native SQLDB connectors in Lazarus. Then again, many of them run on *nix too, yes.
Also, I'd think that most data centers/bigger companies run their dbs on anything but Windows... and the SME world perhaps still does things mostly on Windows... Laz (and Delphi) can deal with both, I'd think.