UTF-8 is not a character set, it’s an encoding. The character set for UTF-8 is Unicode. If you want to store Unicode text you use the nvarchar data type.
If the database would use UTF-8 to store text, you would still not get the text out as encoded UTF-8 data, you would get it out as decoded text.
You can easily store UTF-8 encoded text in the database, but then you don’t store it as text, you store it as binary data (varbinary).