Yes, sometimes the database is a good place for some LOBs because of transactions, security, and backup/restore procedures. Putting everything in a single table outside your control may be a big performance issue, and a management one as well.
Manual partitioning is a royal pain in the ass for large databases with many partitioned tables. When 'freedom' gets in the way, and the feature set doesn't match your needs, price is not always the main reason for a selection.