Unrelated to MXM but I've struggled with the same problem you described (swappable GPUs on laptops). The current solution I've settled with is to get a laptop with a pcie gen4x4 nvme slot, install an oculink adapter on it and connect my full size RTX 3090 to it.

No performance diff far as I can see (oculink on pcie gen4x4 should have ~64GBps bw) and still super portable. and I can finally upgrade the CPU/display and GPU independently