Disclaimer: This recommendation comes from my experience teaching web development (and using an ORM to interface with the database), because I've never had the opportunity to teach a database management course.
I'd recommend using an RDS like SQLite. SQLite is an RDS that stores the database in a binary file, and has a SQL command line interface. This recommendation comes from my experience teaching web development (and using an ORMI find it fairly simple to interface with the database)use, because I've never had the opportunity to teachand a database management coursegood introduction to how relational databases work and how to interact with them.
It has GUIs, such as SQLite Studio (Disclaimer:which I've never used this, but looks useful) and is fully cross platform. It also provides a good stepping stone to more typical production databases such as PostgreSQL, MySQL, MS SQL Server, etc.
SQLiteIt is also open source and in the public domain.
If you choose to teach from the command line interface, that'd easily eliminate the GUI related issues you mention in the question, and would also force the students to interact with the database using SQL (which is a good and bad thing).