Today I faced an awkward issue at customer and thought it may be useful to others who are going through the same path, simply if you want to provision Search or State Service Application using DBA created database approach via Central Administration or PowerShell cmdlets it will fail indicating that “Database exists” even though you are trying to provision the service application using an empty database. This is a known bug and the workaround is to let CA or PowerShell creates and provisions the required databases and them move the database files to a designated partition or LUN (e.g. Search Profile and Property databases).
DBA created method works for all other service applications such as UPA, BDC, SSS, etc.
Thanks ! I am facing exactly the same issue, has a need to stay with DBA created empty database, now I am going to back up and restore it from Sharepoint created databases to DBA created.