The GPU is the most expensive component in gaming PCs these days, thus it makes the least sense for it to be the hard-wired component as there is the most price diversity in options. I have definitely upgraded GPUs on several computers over the past decade and I'm very thankful I didn't have to rip out the entire motherboard (and detach/reattach everything) to do so.

It's only the cheap components without a wide variety of options that make sense to build in, like WiFi, USB, and Ethernet.