I wonder if maybe the point of this is that OEMs could sell systems using a CPU with no onboard GPU and then include this external GPU in the base models. They could then also sell more expensive models with a "real" GPU or users could buy the base model and then swap out with their own GPU later. Then if the user gets a new PC in the future and want to use their nice GPU, they can swap this one back in. In that use case, there's no reason for the GPU outside of this specific system.
Still seems a bit odd as even in those cases, you have this GPU sitting around unusable where if it didn't require the specific hardware, could be used on a different system. But as others said, maybe they didn't want to have to support that at this point either.