I don't think that's the point: if you can ship 16" MacBook Pros with dedicated GPU you could do the same with MacMini; why don't you give me such option? ("you" stands for "Apple" here btw)
desktop grade cpus and gpus have very different thermal characteristics. it quite impossible to have silent + desktop cpu + desktop gpu + very small space.
Putting the cpu/gpu of the 16" MB Pro would enhance the mini greatly. The thermals would be be much better than in a laptop resulting in better performance. Yet, you wouldn't have to pay for an unused screen/battery. Also, while you can use the MP Pro in clamshell mode, it is making the thermals even worse. So why should one get a laptop, if one wants a compact desktop?
Apple's hardware business model is driving margins by bundling unnecessary features in the "trim levels". They don't want you picking and choosing only the parts you need.
I am not sure what you don't understand. There is no way you can cram desktop grade cpu and gpu in such a small space. You could put laptop line of cpus + gpus there which are slower and probably shouldn't be run 24/7 (apples usecase is NAS). Or you put just desktop cpu which has ok integrated graphics already.
You probably can but maybe it still just doesnt make sense to add it because of heat/money cost. The integrated gpus nowdays are pretty good you can connect 3x4K screens in that mac mini.
So if you need real graphic power mobile gpu doesnt help much and just for output for most people integrated is enough.
In some ways that egpu approach (if it works) is nice.
If you "want" a mid-level "box with slots", that's going to be bigger anyway.