ZOTAC does these - there are ZBOX Magnus with laptop-grade RTX 4000 series GPUs in 2-3 liter chassis. However their performance and acoustics are rather.. compromised, compared to a proper SFF desktop (which can be built in ~3x the volume)
Yeah, those look like they’re too small to be reasonably cooled. What I had in mind is shaped like the main body of a laptop but maybe 2-3x as thick (to be able to fit plenty of heatsink and proper 120/140mm fans), stood up on its side.