Then you get a slow test suite. It's important to have a fast test suite to be able to do proper test driven development (which I still believe is the most efficient and effective way to write software, in general). Unit tests should be near 100% coverage. That means a lot of tests.
Because then you wouldn't be doing unit testing; you'd be doing integration testing. You'd also probably not be testing the database in a realistic configuration and thereby missing the whole point.