You'd still get a more RAM support (and ECC at that), heavy workload CPU support, and most importantly a motherboard designed to shove that much data back and forth between the CPU, RAM and other devices.
What I realised with my gaming builds before is that the weakest link was just shifting the data around. The CPU was seldom maxed out, the RAM seldom straining under the workload, the storage not fully saturated... it was all constrained by how these bits fitted together and how the motherboard set the constraints on those components.
e.g. the Core i7-8700k compared to a Xeon E5-2637 v4 https://ark.intel.com/compare/126684,92983 the increased CPU cache, extra bus speed, more memory channels make a difference.
I basically doubted my ability to build a gaming rig that balanced all of the components to give the best performance for the money spent (for the same use-case as Paul)... that could rival one of the big company workstations. And when I looked at the money I was spending, I saw that HP were delivering more for each $ I spent.
In my case I purchased a standard HPZ800 (it's a few years ago!) and replaced the graphics card. It's great for gaming, and really strong for photo work (also have a Sony a7rii) and for video encoding.
Both routes (self-build rig vs workstation) are valid, just curious whether Paul went through those considerations too.