Unfortunately while a pretty concise solution, it’s been the case over the past 10-15 years that the GPU market has moved at a much faster pace than the display market.
So the main thing that would worry me is to have a monitor that is capable, far longer than the GPU that’s integrated within it. Like a inverse Mac Pro - where currently the internals are sound for the majority of use cases - with the exception of the GPUs which are quite poor performers at that price point.
Now we seem to be in pretty good shape to accomplish such a solution - the technologies are there with thunderbolt 3 offering enough performance now to accommodate a high end GPU with not too much performance loss.