E: Thanks for all the replies. I have a XPS 15 that was, maybe 5 years ago occasionally reliable for playing Doom 2014 at 1080p for half an hour before the gpu would shut itself down, maybe I could have benefited from one of these + a desktop GPU...
If you want to do GPU-intensive work on a laptop that can’t fit a high powered GPU (some of the desktop ones are quite large), then you can put it in an enclosure like this and plug it in to your laptop.
I'm considering moving from a desktop with powerful GPU to a laptop + external GPU using a device like this. Would be nice working from a single machine both at home and away.
With the caveat that desktop GPUs are most of the times connected via 16 PCIe lanes. Depending on the workload, reducing it to 4 lanes may seriously bottleneck the GPU.
To my understanding, it's just a lack of support from both macOS and third-party vendors. There are numerous other reports of successful usage in Bootcamp albeit with some caveats.
Regarding VMs, and this is hardware dependent due to IOMMU groups (and is based on a Linux host), but I also recall cases where this is possible on reddit.com/r/VFIO
E: Thanks for all the replies. I have a XPS 15 that was, maybe 5 years ago occasionally reliable for playing Doom 2014 at 1080p for half an hour before the gpu would shut itself down, maybe I could have benefited from one of these + a desktop GPU...