I've wondered why there hasn't been a desktop with a CPU+RAM card that slots into a PCIe x32 slot (if such a thing could exist), or maybe dual x16 slots, and the motherboard could be a dumb backplane that only connected the other slots and distributed power, and probably be much smaller.

Those exist; they are used for risers ("vertical mount GPU brackets, for dual GPU" equivalent for servers, where they make the cards flat again).

PCIe x 32 actually exists, at least in the specification. I have never seen a picture of a part using it.

Retimers.