Hello @painlessseo,
The feature should work on websites hosted outside of SiteGround as well. This means that the issue is most probably caused by something else. I recommend you check if the cron event responsible for the database optimization is properly added to the cron event list.
By default, the database maintenance is executed through a cron event scheduled to be performed every week. Once the process is completed the same event gets automatically scheduled to be executed in 7 days.
You can enlist the scheduled cron events using the following command:
wp cron event list
After you list all of the scheduled cron events, search for the siteground_optimizer_database_optimization_cron one, which is responsible for the scheduled database maintenance.
If you want to force the cron event on demand you can use this command which will run the optimization immediately:
wp cron event run siteground_optimizer_database_optimization_cron
Best regards,
Daniela Ivanova