By default, most database servers provide local access only (e.g. user@localhost). Without a web application, no amount of password guessing or sql-injected HTTP posting will allow a remote attacker access to the database.
Web applications hosted on the same machine will generally connect to the database via the local loopback IP or domain and accept HTTP requests from the network. Thus a web application provides an attack vector for your database. The more hosted apps you have connected to your database (Wordpress, Drupal, phpmyadmin, etc), the greater the risk that the database can be exploited.
PHPMyAdmin in particular is a great target for an attacker because a single username/password combination could provide full, unfettered access to all databases on the MySQL server. Most web applications only require connecting to a single database with an unprivileged user.