The shortcoming is the memory speed/bandwisth.

With a desktop your system memory is slow and your fast graphics memory is limited in size.

To me it seems like the best bang for your buck in the BYO desktop PC space is to get a board with dual PCIe slots then find some old generation 24GB GPUs like RTX 3090.

But you’re not getting access to more than 48GB of fast memory without something similar to this or a Mac Studio.

The biggest problem is that if you want to run large (continuous memory) models, gaming graphics cards aren't sufficient, and if you manage to get graphics cards that you can chain it becomes a lot more expensive (and better performance) than these machines and GB10 machines.