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I like the idea of soldering the Pico directly to the bottom of the board. I would have tried to duplicate the Pico design with all of the components, made several errors, and given up. Soldering on a tested unit for a total BOM cost of $1 extra is just smart.

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Duplicating the design isn't super hard to do, there's reference schematics available that you can just copy. I suspect the real reason is that the QFN56 package of the RP2040 chip has a thermal pad below it that requires hot air to solder.

It not being super hard is exactly why that would be the first thing I'd think to do, but even with it not being super hard, you can still route something wrong or forget a component. I really like OP's idea better. It's ugly and I'd hate myself for that, but the "time to working device" goes way down. Make it smaller after the prototype works.

Correct, anything with a thermal pad on the underside of the package is designed for reflow soldering process.

I've soldered these kind of packages with a hot air gun in the past. The reason to use a Pico instead of an rp2040 is because many have a Pico already in their component box, it works, it's reliable, and after factoring in the cost of power regulator, USB connector etc, the cost difference is almost nothing.

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