Considering how big GPU silicon is, when you have both integrated and custom, it'd have made sense to integrate them.
Why? Desktop PCs, especially gaming PCs, have nothing to gain and everything to lose by oversubscribing system memory with GPU workloads. The memory bus typically isn't fast enough anyways, and a modern PCIe x16 can easily handle the bandwidth of a gigantic GPU. The only advantage to unifying everything is latency, which isn't relevant at any framerate under 1000hz.
> when you have both integrated and custom, it'd have made sense to integrate them.
Sometimes, sometimes not. AMD's mobile packaging technology is not world-class like Apple and Nvidia's is. Valve had the experience with the Steam Deck to make the call if a mobile architecture was the right choice, and they decided against it.
Valve doesn't have to make a Mac. This is a gaming device, it's designed accordingly.