how can he access the remote database if he doesn't have the Enterprise Server?
If you are hosting remotely, and depending upon you hosting services, you can RDP into the remote server or just connect to that server using an SQL connection. In some cases you can also setup a software VPN for some hosting services as well which would also solve the problem of connecting to the database.
Can SF offer a "one User" SE for this case?
No, this will not likely ever be an option.
Why can't we have web form version similar to what ASP.Net offers for their security system, where you can maintain users and permission via web forms?
Doing this requires two code bases and something that has been discussed in great length within development meetings. There is an incredible amount of code in the security editor and to port this over for web would far exceed its use. If this were a tool that you lived within it would be one thing, but this is ONLY used for initial and setup purposes.