I'm a desktop guy, considering the switch to a laptop-only setup, what would I miss ?
You'll end up with a portable desktop with bad thermals, impacting performance, battery life, and actually-on-the-lap comfort. Bleeding-edge performance laptops can really only manage an hour, max, on battery, making the form factor much more about moving between different pre-planned, desk-oriented work locations.
I take my laptop back and forth from home to work. At work, I ban them from in-person meetings because I want people to actually pay attention to the meeting. In both locations where I use the computer, I have a monitor, keyboard, and mouse I'm plugging in via a dock. That makes the built-in battery and I/O redundant. I think I would rather have a lower-powered, high-battery, ultra portable laptop remoting into the desktop for the few times I bring my computer to in-person meetings for demos.
I wish the memory bandwidth for eGPUs was better.
Upgradability, repairability, thermals (translating into widely different performance for the same specs), I/O, connectivity.
For $10k, you too can get the power of a $2k desktop, and enjoy burning your lap everyday, or something like that. If I were to do local compute and wanted to use my laptop, I would only consider a setup where I ssh in to my desktop. So I guess only difference from saas llm would be privacy and the cool factor. And rate limits, and paying more if you go over, etc.