Q=ωL/R is for a ideal inductor with just resistance in the wire. In the real world there are additional terms such as capacitance between windings, windings to core capacitance if used, and between terminals. If PCB mounted the mounting pads are shunt Cs to ground. As the inductance increases so do the undesired distributed C effects with the effect the inductors useful maximum frequency is lower.
It's these distributed caps that cause inductors to have self resonate frequencies specified on their data sheet. If you use the inductor well below this frequency the C values are small enough they can be ignored and the inductor treated as a ideal inductor.
You asked about distributed capacitance, if it was just ωL there would not be a question.
Similarly caps have self resonate specifications due to their leads and electrode inductance. They also have a spec called ESL.