There is a limit (there is a limit to everything) but it's way up beyond what you would normally use. (as limits often are🙂 )
Use files when storing the data in the database would make no sense, and when you need absolute raw speed.
A database ise used primarily to allow you to manipulate the data that's stored.
With texts, youd want to search in it. With numbers, you want to order them, calculate the average, select the items over 100 etc..
When you are storing images for example, none of these actions are used. You just want to store the data and have a convenient way to getting the data back out.
So you might as well write the images into files and just store the location of that file in the database. That makes your database a lot smaller and thus faster.
Plus it's easier to backup and restore files than databases :-)