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DMBS services: stateless or stateful?

gimmy kaye
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My definition of stateless vs stateful services is:

Stateless means the state of the service doesn’t persist between subsequent requests and response. Each request carries its own user credentials and is individually authenticated.

In stateful each request is known from any prior request. All stateful requests are session-oriented i.e. each request need to know and retain changes made in previous requests.
Do DBMS offer stateful or stateless services ?
Also,a somehow related question:
What would it be the consequences of using a two tiers architecture:

Application logic & Persistence
I mean using our DBMS through local calls and not remote ones.

Instead of the traditional:

Application logic
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