0: https://www.tomshardware.com/news/raspberry-pi-nvme-support-...
What sort of things are you talking about here, out of interest? The only way you're going to wreck hardware is if you're attaching something completely incompatible at the physical level (wrong levels, shorts, etc.); if you're "tinkering" you almost certainly don't have the resources to bring up your own PCIe PHY (there's pretty much no way to do this without custom silicon) so presumably you have some preexisting hardware in mind?
If you just want to play around at the TLP level (for example by using the hard PCIe core in a cheap Xilinx Series-7 chip) then this is all pretty safe: (temporary) catastrophic system instability is one thing (I learned this the hard way when I accidentally had my FPGA spamming MSIs every free cycle), but real hardware damage is pretty tricky.
> seems pretty minimal
Is there actually any at all? I can't really see how this could lead to any damage.
On one hand I would love a "shell" where I could just plug in a compute module and have a working portable. On the other hand, the compute modules are more expensive and seem really hard to source, why it's easy and cheap to find a Pi Zero. If one would need to solder it to an expansion board oneself, this would probably be a hurdle for many people. And then, if we are thinking about different boards, why not something else entirely? With more/better capabilities, like included charging circuit or as you mentioned, PCI-E?
I guess there is just no good answer on what would be an adequate basis for such a type of computer. Every option has some drawbacks somewhere.