It has nothing to do with eGPUs, sadly. The problem is that gaming is GPU intensive, and often times games will make API calls frequently, that the GPU manufacturer didn't test (because they can't test 100% of all possible API combinations). Sometimes, these frequent combination of API calls, cause bugs. The game developer will work with the GPU manufacturer and the implementer of the rendering pipeline to fix these bugs via software and driver updates.
In the Windows world, this means a company like Blizzard working with AMD or nVidia and Microsoft to fix specific bugs. These bug fixes, delivered via driver updates or Windows updates, are then pushed out to the end user.
Apple has traditionally been not just indifferent, but downright hostile to GPU manufacturers who want to update drivers outside of Apple's point releases. Apple held off on updating OpenGL for years. Now that they introduced Metal, Apple is the only company that can fix some of these bugs. Bugs that Apple doesn't care about, because they're arrogant enough to think that game engines will work around any bugs.
In response, game companies don't cater to the mac, because Apple refuses to support any facet of the driver update pipeline.
This is a fair point. Then again, Metal made this situation much better. The API itself is less complex and more predictable, which simplifies the drivers and dramatically increases their stability. Driver bugs are still a thing of course, and Apple is actively working with the developers to fix them.