Mainly because running multiple desktop machines adds up to a lot of power, even at idle. If you power them off and on as needed it's better, but then it's not as convenient. Of course, if you leave a single machine with multiple GPUs on 24/7 that will also eat a lot of power, but it will be less than multiple machines turned on 24/7 at least.
And the physical space taken up by multiple desktop machines starts to add up significantly, particularly if you live in an apartment or smaller house.