as alluded to above, it is a matter of physics and electromagnetism to convert AC mains power to DC power at required voltage and amperage for the intended device, with margin. For higher power more iron and copper are required.
Also cost, as noted.
Also, safety and electromagnetic compatibility certifications. Power supplies are notoriously both bad emitters and receivers of electromagnetic and radio frequency energy. Externalizing it helps device designers deal with FCC, UL, CE, CSA, TUV, etc. certifications, as witnessed in your photo by the 20 or so approval agency logos.