... shouldn't the logic be opposite? "Bad that SLI went out of fashion, there's no way for two GPUs to communicate fast over pcie, and SLI would allow such fast bridge"

Whether or not SLI remained viable for gaming, Broadcom was going to jack up the prices on PCIe switches to the enterprise-only range. That's the real reason why consumer motherboards don't have more GPU slots. Mainstream consumer CPU sockets never had a wealth of PCIe lanes, there was just a brief span of years where PCIe switches were cheap so high-end consumer boards could offer several x8 or x16 slots (sharing bandwidth in ways that make diagrams like these important).

In previous decades, non-mainstream CPU sockets were also more accessible to consumer budgets; first-gen Threadripper started at only 8 cores, so it was possible to pay extra for more memory channels and IO lanes without also buying an excess of CPU cores. But that had little to do with the popularity or viability of multi-GPU consumer systems.