I guess op may be envisioning an end-to-end solution that can train a model in the context of an external document store.

I.e. One day we want to be able to backprop through the database.

Search systems face equivalent problems. The hierarchy of ML retrieval systems are separately optimized (trained). Maybe this helps regularize things, but, given enough compute / complexity, it is theoretically possible to differentiate through more of the stack.