It's probably more accurate to say that toy systems can maintain the illusion of exactly-once for a while, but it doesn't scale. You can't keep a record of every message ever seen in a message based system. Message passing systems exist to handle rates of traffic that cannot be achieved by rolling your own event queue as a thin wrapper around other tools like databases. It's not just the storage, it's the throughput.

The first time I encountered RabbitMQ it could only handle 60 messages per second with delivery guarantees. We already had our own bespoke system that used a database to handle a couple multiples of that. So we ended up limping along with what we had.