I can understand why this would be desirable on laptops, and other AiO devices - but isn't the GPU upgrade cycle already decoupled from the system upgrade cycle on PC?
I see this more as an interesting option for gamers who prefer laptops, over desktops.
Even integrated graphics are becoming quite capable at 1080p these days, so it's really only of interest as 4k becomes more mainstream, or those with high refresh rate devices, at which point your bandwidth requirements start going way up.
Unfortunately, I don't really see thunderbolt as a future-proof solution to these problems just yet. Once you compare the bandwidth of PCIe, the bandwidth of DisplayPort, and the bandwidth of thunderbolt itself; and just what displays these things can drive; you start to see that we're already approaching limits of the tech - and new cables/standards are needed to drive the high-bandwidth displays that would drive you to consider these devices in the first place.
I very much think there's a small niche for them to cut out with current-tech, and it appears that you are in it! So congratulations on your purchase, and I hope you and your son enjoy many hours of gaming fun