I don't think it's that much of an issue, I just buy lower power GPUs.
I have a 3060 Ti, it uses about 200 watts and it runs many of the games I play at 4K60 at settings I'm happy with (I play mostly games from a few years ago). I will always stick with GPUs in the 200w range (maybe 250w with an undervolt) as I will not put up with the heat in a small room, if my room was much bigger I probably wouldn't care.
There will always be GPUs in the 200-250w power band and every two years performance increases by a good 30% or so, and in the mid-range GPUs are much cheaper making more frequent upgrades more easily justifiable.
Power isn't an issue in CPUs for me. Gaming, web browsing and office tasks (my main use case) don't push CPUs much. I render a video every now and then and even that is not an issue because rendering a video takes a few minutes and then it's back to web-browsing, gaming, office tasks or idling...