In-memory database interest ?

Hi,

I don't really have any trouble but i quite interesting to your judgment. I wonder if in-memory databases are more performant than database management you implement in a programming language. I aware they give some real avantages like SQL interface, Triggers mecanism, concurrency and more. But don't we lose in performance when we connect to the database, then making transactions, committing transactions or transcript the SQL response into a programming langage.

If we just make our own database management, we don't have to connect or committing, we don't have to parse SQL to use data. Don't it be more efficient, quick and performant?

Thank you !