Here‘s a good yet highly subjective reason: noise. I tried a single-machine solution for a couple of years, consisting of a powerful MacBook Pro attached to an external 27” 4K display. The problem with this setup is that Apple’s abysmal fan curves don’t mix well with my sensitivity to noise. It’s a well-known fact that the MacBook Pro will turn into a jet engine as soon as you attach it to an external HiDPI display (or what Apple refers to as Retina).
Ultimately I had to give up, give in, and replace the single powerful MacBook Pro with a much less powerful 12” MacBook and a similarly powerful 2017 iMac. Would I prefer a single-computer solution? Definitely. But when you‘re stuck between a rock and a hard place you have to compromise, and I’d much rather deal with the (much improved) hassle of keeping two computers in sync than a wannabe 747.