One way of viewing microservices is that each microservice is potentially a separate three-tier system. We don't normally implement each tier for each microservice, though. With this in mind, we see that each microservice can implement its own data layer. The benefit would be a potential increase of separation between services.
It is more common in my experience, though, to put all of the organization's data into a single database or at least a single database type. This is more common, but not necessarily better.
There are pros and cons to both scenarios. It is easier to deploy changes when the systems are clearly separate from each other. On the other hand, data modeling is easier when everything is stored in the same database.