Cloudflare is introducing support for relational databases, including Postgres and MySQL from Workers. This move aligns with their design goals of being global by default, infinitely scalable, and developer-friendly. The challenge in building serverless database connections has been addressed through leveraging cloudflared to create a secure tunnel between Cloudflare and a private network within the user's existing infrastructure. They have also created a shim-layer that adapts the socket API from a popular runtime to connect directly to databases using WebSocket. The goal is to eventually manage database connections, handle replication of data across cloud providers, and provide low-latency access to data globally.