ADFS is a service and has lot of configuration information so it need to data base to store them.

ADFS
use by default use window internal database (WID) to store configuration. SQL database can be used in
costumed installation. By default data base name is adfsconfiguration . Database name is change
automatically when Windows OS version changes.

Win 2012 R2  adfsconfiguration

Win 2016  adfsconfigurationV3

Win 2019  adfsconfigurationV4

Window Internal Database (WID)

When you install ADFS role on first ADFS server it use window internal database (WID) to store
configuration and hold read write copy on primary server therefore you can make any changes on this
server.

When second server is added in farm then it use window internal database (WID) to store configuration
and hold read only copy on secondary server therefore you cannot make any changes on this server
therefore if another servers are added in ADFS farm, all another servers will be act as secondary servers
and store read only copy.

If you want to make any configuration change, will have to change on primary server. Once you have
made changes on primary server, it will automatically replicate to another secondary server.
SQL Database

If you want to store ADFS configuration information in SQL database then you use custom installation of
ADFS.

In this configuration all ADFS servers in the ADFS farm has read write copy of database so you can make
change on any ADFS servers.

In this scenario, will be used SQL replication to replicate configuration changes among ADFS servers.