Ah, you mean larger SoCs with integrated fast GPUs? To be honest, I am not sure this will happen in the PC market any time soon. Sure, these chips will continuing getting faster (current Intel is not too bad), but they are targeting low-power laptops and HTPC desktops, so I don't expect them going too crazy on the GPU part.
The practical issue is that PC component makers specialize and modularity allows them to reach a larger customer base. In the end, it is a lower risk for AMD to sell CPUs and GPUs separately, because the customer is still free to choose a matching component from another brand in case they don't want the entire package. But yes, we might see some experiments of Intel and AMD trying to bundle more integrated systems, who knows. Nvidia in more of a tight spot since they don't have CPU IP... and there are no fast ARM CPUs for laptop they can buy.
And of course, there is a matter of cost and feasibility. Apple can afford to make all these crazy chips because their product lineup is minimal and focused. Intel/AMD need to cover a wide range of potential customers.
So yeah, I don't really see others follow suit on a large scale any time soon.
We definitely don't need them but having all these products helps chip makers sell more stuff. The more options you offer, the more likely it is that someone will buy something, especially in this kind of market. Apple again is in a very different position as they don't sell chips.