Access is a file-based application. File-based applications cannot be
completely secured: anytime users have the ability to get directly at the
file, they have the ability to hack it. Access has no built-in logging, so
there's no recovery built in.
SQL can handle much larger databases, with more concurrent users. It's a
server-based application, so it has much better security.
Of course, SQL Server is considerably more expensive than Access. As well,
you can't built your application in SQL Server, as it's only a database,
with no capability to build user interfaces.