Many SQL databases allow a table to contain a subtable as a component. The usual method is to allow the domain of one of the columns to be a table. This is in addition to using some convention like CSV to encode the substructure in ways unknown to the DBMS.
When Ed Codd was developing the relational model in 1969-1970, he specifically defined a normal form that would disallow this kind of nesting of tables. Normal form was later called First Normal Form. He then went on to show that for every database, there is a database in first normal form that expresses the same information.
Why bother with this? Well, databases in first normal form permit keyed access to all data. If you provide a table name, a key value into that table, and a column name, the database will contain at most one cell containing one item of data.
If you allow a cell to contain a list or a table or any other collection, now you can't provide keyed access to the sub items, without completely reworking the idea of a key.
Keyed access to all data is fundamental to the relational model. Without this concept, the model isn't relational. As to why the relational model is a good idea, and what might be the limitations of that good idea, you have to look at the 50 years worth of accumulated experience with the relational model.