It has no ability,whatsoever, to “call them.”

whatsoever? That is not correct. It definitely can, it's just unlikely you'd want to. In general, the database can react with the OS, and ask it to execute a program and capture the output. This is easily done in an sp or trigger, and, depending on what is done, in the actual statement, via a function to call the OS.

While a little trickier, you can even have a file stored on disk and join it into the database as an external table. If that table were actually a perl program, or--sneakier--an interpreter, you would indeed be able to put a function directly into the query.