Power supplies are also pretty common failure points, so externalizing it is one way of making it more robust.
Those designers went though all the same trade-off decisions I’m sure. Internalize the PSU and all of a sudden the thermal guys are flipping out telling you the temperatures the device could reach (remember many of these devices have to be rated to very high temperatures, and the extra heat of a PSU running at full load can be too much without radically redesigning the product (adding a bunch of fans, vents, etc).
The X51 was a perfect example of that, trying to deliver desktop performance in a console size form factor and trying to custom design an internal power supply would’ve caused the product to grow even larger and cost more money, which isn’t something customers probably would have cared as much about. Remember since PSU’s are commodities, anything custom designed (esp on a niche product) will be very expense. Buying the same off the shelf brick that 50 other companies use and are made in the millions lets them keep the cost very low.