Most commercially viable RDBMS systems evolved at a time when procedural programming was at the fore. Imagine the RDBMS world as two dimensional, square, and procedurally oriented. In contrast, entities could be thought of as round, three dimensional, and object oriented. This gives you a picture of what we want to accomplish by tying the results of an RDBMS query into an iteration of entity instances.
The relational model, upon which modern RDBMS systems are based, was first described by the mathematician Edgar F. Codd in 1969. The first commercially viable systems evolved in the mid-to-late 1970s. So, in other words, RDBMS technology is over 40 years old!