Typically, filesystems are designed and tuned around the assumption that most of your data is stored in relatively large files. For instance, a typical ext4 filesystem uses 256 bytes per inode and rounds each data block up to a multiple of 4096 bytes.

So if you want to store lots and lots of tiny objects, it's very inefficient to store them each in a separate file. At that point, you could design your own compound data format, making sure it efficiently supports all the different operations you might want to do... or you could just use a database which has already solved the problem for you.