Because an eGPU will bring down the whole machine and render the boot drive possible corrupted. Time Machine drive is sad, but it doesn't mean an OS reinstall. (Any how many people actually know how to do an OS re-install?)
A Time Machine drive failure just means sending someone away. A boot drive failure means doing a lot more support work to reinstall the OS. It's not coincidence Apple has been doing a lot of work to prevent boot drive corruption, including rootless in 10.11.
The applications have already been written. It's too late to change the spec. Offline GPUs by definition have no display. By changing that you muck up so much stuff, and already written applications won't respect any change.
Again, the easiest way is to deal with this in the drivers like they did for TB3. It doesn't require anyone to change but the drivers. I'm not even sure why people are looking for a different workaround when the drivers can take care of it. If the drivers talk, they can work around interruptions, back up state outside of VRAM, and restore state onto a different GPU.
If you don't involve the drivers, the other problem is that GPU disconnects can happen in the middle of a GPU operation. Under a normal shutdown, if you've sent work to a GPU, you're at least allowed to finish it before you move GPUs. With a disconnect, that's forced. The work is completely lost and you don't get a chance to cleanly finish up. So even a display change notification isn't really adequate to deal with this.
But like I said, if you deal with this in the drivers like they are in Windows, this doesn't end up being an issue. I'm sure Apple could do the same thing, and then no one has to change or rewrite anything in their applications.
GPUs are a lot more critical these days. Apple is re-writing OS X so every application will sit on top of Metal. That means every application is running tasks on the GPU. We're not talking about high end applications or games being the only issues here. We're talking about every application on the system being linked to and using the eGPU, and having it suddenly go away.
If unplugging your eGPU or any GPU cause your boot drive to fail, then your implementation of the graphic engine and kernel is stupid. And this isn't the case with the big three OS of our time. Else everytime a GPU failed you would have to reinstall your OS which is definitively not the case.
And all of your negative and aprehensions can be fixed via software solutions.