Ever hear of SLi (now called NVLink)? It's a GPU interconnect that's been available for a good long while now on high-end Nvidia GPU's. I believe AMD's implementation is called Crossfire.

GPU interconnect speeds are a big bottleneck today for GPU's in AI applications. Data can't move between them fast enough.

Not really, there's various ways it can be done but even I think the old 1080tis could do it. Keep reading about it, my interest is in small models on a single GPU though so I don't fuss over those details.

Most consumer cards had faster interlinks included on them until one generations ago when they decided they wanted to differentiate their data center hardware more, And remove the inner links that have been on the cards in various forms for 20 plus years.