Well, in the case of eAthena RO (Ragnarok Online), they offer 2 types of server files. One with MySQL and the other one in TXT format. I setup my RO server without any SQL (MySQL or MSSQL), just a simple TXT format.
I setup my L2J server without SQL. In fact, I don't have any SQL in my system (Well, considering to get one. Anybody know where to get mssql for free? Kinda poor. I know that mysql is free but it doesn't work on L2 off server).
Some game doesn't require SQL to setup your server.
But i think SQL is really necessary for L2 off server. Sigh....