Memory speed is more or less directly proportional to how close the memory is to the processor, with the fastest memory being literally inside the processor (SRAM cache), followed by memory on the same package as the processor (HBM GPUs, Apple M-series), followed by soldered down discrete memory chips (regular GPUs, games consoles), followed by socketed DIMMs in distant last place. There's not really any getting around it, the bandwidth that GPUs crave just isn't compatible with modularity.
Even CPUs are starting to move their memory closer to the core in the name of performance, as mentioned Apple is already doing it, Intel is making Xeons with on-chip memory now, and they have a version aimed at consumers on their roadmap.