It's a great question: fundamentally the Parquet format offers columnar orientation. With datasets like these, there's some research[0] indicating this is a preferable way of storing and querying WARC.
DuckDB, like SQLite, is serverless. Duck has a leg up on SQLite though when it comes to Parquet: Parquet is supported directly in Duck and this makes dealing with these datasets a breeze.
[0] https://www.researchgate.net/figure/Comparing-WARC-CDX-Parqu...