Just while you're developing and testing. Once you've finished with your SQL queries, etc... you compile in release mode, get the .jar file, and then you don't need B4J anymore. Just run the .jar in the database (or other) server.
You're right. But think that this is an advantage. If not, you should recompile the B4A app and every client should update. This way, you just have to update the server.