A high end CPU (e.g. Threadripper) is 350W. A high end GPU (e.g. RTX 5090) is 575W. That's over 900W. You're past the point of die area and now you're trying to get enough airflow in a finite amount of space without needing five pounds of copper or 10000RPM fans.
Separate packages get you more space, separate fans, separate power connectors, etc.
In theory you could do the split in a different way, i.e. do SMP with APUs like the MI300X, and then you have multiple sockets with multiple heatsinks but they're all APUs. But you can see the size of the heatsink on that thing, and it's really a GPU they integrated some CPU cores into rather than the other way around. The power budget is heavily disproportionately the GPU. And it's Enterprise Priced so they get to take the "nobody here cares about copper or decibels" trade offs that aren't available to mortals.
Separate packages get you more space, separate fans, separate power connectors, etc.
In theory you could do the split in a different way, i.e. do SMP with APUs like the MI300X, and then you have multiple sockets with multiple heatsinks but they're all APUs. But you can see the size of the heatsink on that thing, and it's really a GPU they integrated some CPU cores into rather than the other way around. The power budget is heavily disproportionately the GPU. And it's Enterprise Priced so they get to take the "nobody here cares about copper or decibels" trade offs that aren't available to mortals.