There are limitations when using SQL Express editions as backend for Protect. Unlike the full versions of SQL it lacks a concurrent workload-governor to "limit performance if the database engine receives more work than is typical of a small number of users. It does, however, have a number of technical restrictions which make it undesirable for large-scale deployments, including:
For SQL Express 2005 & 2008:
There is a maximum database size of 4 GB per database (compared to 2 GB in the former MSDE). The 4 GB limit applies per database (log files excluded); but in some scenarios users can access more data through the use of multiple interconnected databases.
Single physical CPU, multiple cores
1 GB of RAM (runs on any size RAM system, but uses only 1 GB)
Absence of the SQL Server Agent service
SQL Express 2008 R2 increased the size limit to 10GB per database.
SQL Express 2012 also has a 10GB limit.
A full version of SQL can greatly increase performance for users who regularly scan large numbers of machines or have a large number of agents deployed with Protect.
Refer to the following Microsoft articles for additional information on the features & limitations with SQL Express Editions: