Way back when I was young and broke, I played through Half Life 2 and the episodes on a ThinkPad T420 using an ExpressCard/34 PCMCIA to PCI with a graphics card I borrowed and an old crappy PSU I pulled from a business Dell desktop.

Managed to complete the games with decent graphics and framerate at the time. It wasn't an ideal setup, but I didn't care. In fact, I thought it was a cool hack to play games at the time without forking out a lot of money to build a gaming PC.

Maybe there are probably better options now to game than attaching a dedicated GPU with whatever hardware you already have, but I can verify that external GPUs are really cool and useful (though a 5090 is definitely not needed). You also don't have to care about cooling the GPU, since it's "atmosphere" cooled (though headphones and/or ANC are a must).