Unless your Cloudflare worker and the DB are scheduled onto the same physical server, they are not local to one another. I don’t know much about D1, but the overwhelming majority of cloud infra makes no such guarantees, nor are they likely to want to architect it in that manner.

Cloudflare's Durable Objects puts your Worker and SQLite DB on the same physical server (and lets you easily spawn millions of these pairs around the world).

D1 is a simplified wrapper around DO, but D1 does not put your DB on the same machine. You need to use DO directly to get local DBs.

https://developers.cloudflare.com/durable-objects/

(I am the lead engineer for Cloudflare Workers.)