I get shot down with "we use KDB here"

Well, so fundamentally a decision has been made already. You got shot down. Unless there's some significant new data that might change that decision, it is what it is. The next step is for you to decide if you can get on board with that, or if it's time to start planning your next move. I don't know anything about KDB and you might be right. But it sounds like the powers that be don't want to make this change.

Sorry, but it makes no sense to swim against the tide in an organization where you don't have the rank to make the decisions.

     I keep on advocating for some Parquet style data-store...

The worst thing you can do is to continue spending your time advocating for change, they've heard you. If you stay on and the current tech does become untenable, you are unlikely to be the hero even in that case. They might just remember you as the detractor.