What I'm talking about is the prevailing way people buy and use PCs today. We own notebooks. It may not be true for "we" on this forum, but it is true for "we" on this planet.
Oh, absolutely, a lot of people are even abandoning laptops for tablets and smartphones (though those tend to be people who don't actually need to do any work on them).
Well, I'm surely not taking all factors into consideration.
But I feel quite safe talking about what majority does.
Put that way, the majority buys gaming consoles. They cost the same as or less than an eGPU box without the GPU, deliver decent-to-good framerates at 1080p-ish resolutions, and are eminently plug-and-play. As such, the step to an eGPU requires someone willing to go the extra mile for something other than a console gaming setup. I'm also counting into this that there are few mainstream games that can benefit from a GPU upgrade over an iGPU that don't also exist on consoles.
And do you think about all factors of having a desktop (even a small one)?
You may think it's just a tiny ITX case. But what else do you need? Well... a desk for starters, which takes huge amount of space and is always problematic to place properly. And then everything else: keyboard, monitor. I could go on and on, but it's not a place, clearly.
Sure, eGPUs allow you to (re)use the display and inputs (well, not touchpad, not really) from your laptops, but with a serious performance deficit on top of the already noticeable TB3 bottleneck. This is why eGPUs are generally recommended in conjunction with a monitor, and most have USB connections for proper peripherals too. While this adds cost, it also improves the experience, but you're right that eGPUs have the upper hand in terms of base requirements here. OTOH, an SFF PC can live under/next to a TV without issues, removing the requirement for a desk.
2 PCs can be useful for what exactly? And once you find an example, does it really apply to many people?
Well, the first example is easy: more than one person can use them at the same time. Helpful if you have kids or anyone else in the household who might not have their own PC available. Second, you can use your laptop for game capture or streaming (unless you want spotless 4k capture, of course). Third, an at-home desktop can be repurposed for all manner of uses, like HTPC use, home server use, and so on. While this is getting advanced, HTPCs are reasonably popular.
Why would a a typical eGPU buyer want a dedicated gaming system? How much are casual gamers spending on this hobby? 2h a week? 4-6h if they have a lot of free time? A dedicated PC makes no sense.
And on the other side of the market: if you're an avid gamer, playing 4h a day, it's unlikely you'll ever consider an eGPU anyway. But it's nice to have a choice, right?
This is where your logic fails the most visibly: if you're spending 2h a week, why on earth would you spend $6-700 on an eGPU? A $300 console would be a
far better solution. eGPUs aren't for people dabbling in on-and-off casual gaming - they're too expensive for that.
I agree that eGPUs don't make much sense for dedicated gamers - their (current) niche seems to be people who already have a gaming setup at home but are looking for something more portable/flexible/different for secondary use. That's where my interest comes in, as I would like (but can't afford/am not willing to spend $6-700 on) a portable eGPU to allow some light-to-medium gaming on my laptop when travelling - or ideally even when I'm lying on the couch and the TV is taken. This is very much a luxury and not a necessity, and I don't think anyone is buying an eGPU for that reason, as there are far better alternatives if your priority is easy access to decent-quality gaming.
But most importantly, eGPUs are not made for gaming only. They're used for work as well, so it makes a lot of sense to use them with your ultrabook "cluttered with work-related stuff or other mess".
Sure, if your work benefits from GPU acceleration beyond what an iGPU can do for you. That doesn't apply for the majority of people (most people don't do extensive media editing, CAD, or other compute-heavy work), but sure, for some. But then again, those people are unlikely to work from an ultrabook, at least as their only work PC. They're more likely to have an MBP 15", XPS 15, or similar GPU-equipped laptop, which means they're 50-150% further in in terms of initial investment for the laptop, too. I would imagine that to lessen the willingness to invest even more for increased GPU performance - if you've already spent $2500 on your laptop, another $6-700 is of course a smaller fraction of your total investment, but the total price suddenly rises to more than 3x a basic ultrabook, and you're partially voiding the usefulness of ~50% of the price you paid for your laptop.
In short: eGPUs in their current state (and likely for the foreseeable future, given prices and market conditions) aren't for people looking for a small boost in gaming performance for their one and only laptop - even though I'd imagine that to be a
great market opportunity, there are no products even close to fitting that niche due to excessive prices. eGPUs are luxury products for those with special use cases.