There is no Definable Grauert Direct Image Theorem

We prove the claim in the title by showing that a definable Grauert Direct Image Theorem in o-minimal geometry would imply a weak representability-like property of the definable Picard functor. However, this weak representability cannot hold because of the Definable Chow Theorem of Peterzil and Starchenko. v2: small typos corrected.