Q: Why do we have more than one database?
A: Because they all suck.
So which "feature" of your favorite database made you think (or even say) "WTF???"
For example, Oracle doesn't support TIME as a native type. Instead, TIME is folded into DATE, so you must chop'n'dice in your queries.
Or "optimizer hints" which Oracle is free to ignore. Since they are implemented as comments in the SQL query, you won't notice when you make a typo in them. Or when Oracle ignores them.