Database integration tests are not bad. Even more, they are necessary.
You probably have your application split into layers, and it's a good thing. You can test each layer in isolation by mocking neighbouring layers, and that's a good thing too. But no matter how many abstraction layers you do create, at some point there has to be layer that does the dirty work - actually talk to the database. Unless you test it, you don't test at all. If you test layer n by mocking layer n-1 you are evaluating assumption that layer n works on condition that layer n-1 works. In order for this to work, you must somehow prove that layer 0 works.
While in theory you could unit test database, by parsing and interpreting generated SQL, it's way much easier and more reliable to create test database on the fly and talk to it.
Conclusion
What's the confidence geined from unit testing your Abstract Repository, Ethereal Object-Relational-Mapper, Generic Active Record, Theoretic Persistence layers, when in the end your generated SQL contains syntax error?
