If Asahi Linux gets Thunderbolt support to work (or if Apple releases a Linux driver for their hardware, which will never happen I suppose), eGPU support should arrive almost instantly.
If you want to run ML workloads in this manner, any existing laptop or tablet with Thunderbolt will do, though.
It requires Synaptic's software and it does work as a solution for devices that don't have enough I/O capacity to support multiple DisplayPort screens.
It's quote buggy and resource hungry on macos and didn't play nice at all on my Ubuntu.
To use an eGPU, a Mac with an Intel processor is required.
If you try plugging in an external gpu to an Apple Silicon mac, it would need to understand "separate graphics memory". That's how macOS runs for x86 arch, but it's not the memory model used by Apple Silicon arch. Thus, failure.
That's my understanding of things from half remembered readings anyway. :)