With a prepared statement, there's an implication that you want to re-use it multiple times, so the DB needs to give you back some sort of handle/identifier on it. But this requires bookkeeping on both the client and server side, and that overhead is often not worthwhile on modern CPUs, especially when running fairly simple CRUD-style queries which are quick to parse. (and at least in modern versions of MySQL, the DB will track a "digest" of the query which removes params anyway, even if you used client-side param interpolation!)

So ideally DB binary protocols should offer less expensive ways of doing parameters for "fire and forget" queries, instead of having to track real prepared statements, but often they don't.

MySQL's newer X Protocol provides a way to avoid the extra round-trip, but it isn't very widely used yet AFAIK, and it still involves prepared statement bookkeeping: https://dev.mysql.com/doc/internals/en/x-protocol-use-cases-...