Speed and reliability. A connector of any kind reduces signal quality. Data lines need to be longer, because the memory slot won't fit under the radiator where the memory chips are now, and that adds even more electrical interference and degrades signal.

Also, we had memory slots on '90s cards. They were extremely expensive and proprietary. Ever saw a Matrox VRAM card? I never did.

GDDR7x doesn't come in dimm factor?

In general soldered ram seems to get much higher bandwidth than removeable ram. See ryzen AI Max vs 9950x max ram throughputfor example

connectors are bad for signal integrity and GDDR is particularly picky about this