No desktop computer MB has a GPU "planted" on the motherboard for last 10 - 15 years but even if it had, it would be just another IGPU and would be using system RAM which is slower than on dedicated GPUs.
It's also up to SW to choose how much to load CPU or GPU. Some use mostly CPU and little of GPU, some like for instance mining Bitcoin, almost exclusively GPU. Games tend to use them more equally but even they rely more on GPU.