Documents store database and connected domain

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Consider this picture:

Documents store, denormalized model

The book says documents store database struggle with highly connected domains because "relationships between aggregates aren’t firstclass citizens in the data model, most aggregate stores furnish only the insides of aggregates with structure, in the form of nested maps. ".

And besides: "Instead, the application that uses the database must build relationships from these flat, disconnected data structures."

I'm sorry, I don't understand what does it mean. Why documents store database struggle with a context based on highly relationships?

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Because document stores do not support joins. Each time you need to get more data it is a separate query. Instead, document stores support the idea of nesting data within documents.