That's exactly what doesn't work and the question comes up regularly in every thread about amplifiers with external power supplies.
It's not the manufacturer's focus that's wrong, but the focus on price. There are already enough amplifiers with internal power supplies, but they're in a higher price range for good reason, see below.
First of all, such power supplies have been in use for 20 years for workstation notebooks with significantly higher power (230 watts and more), without problems and under high continuous load. Defects are very rare and these power supplies are usually decommissioned after 7-10 years with the notebooks and then work for a few more years elsewhere. And we're talking about at least 8-10h/5d use, often even more.
So it's neither new nor untested.
In addition, such power supplies have an efficiency of around 94%, so that only a small watt range of waste heat can be generated and it doesn't heat up much during operation.
The big advantage is that you can connect any power supply, Mean Well, TDK, etc.
A larger housing with a built-in power supply would make the device significantly more expensive and require additional checks and tests, which would also have to be paid for by the buyers. Shipping costs would also increase significantly.
At the same time, the higher price would significantly reduce the number of units sold, so that the total costs would have to be spread over significantly fewer devices, which would make the device significantly more expensive.