Comment by Cthulhu_

Even if you're on the same local server, you're still going over a socket to a different service, whereas with sqlite you remain in the same application / address space / insert words I don't fully understand here. So while client/server SQL servers are faster locally than on a remote server, they can (theoretically) never be as fast as SQLite in the same process.

Of course, SQLite and client/server database servers have different use cases, so it is kind of an apples and oranges comparison.