I love your skepsis of what I consider to be a fairly normal project, this is not to brag, simply to document.
And I'm way above 3 kW, more likely 5000 to 5500 with the GPUs running as high as I'll let them, or thereabouts, but I only have one power meter and it maxes out at 2500 watts or so. This is using two Xeons in a very high end but slightly older motherboard. When it runs the space that it is in becomes hot enough that even in the winter I have to use forced air from outside otherwise it will die.
As for electricity costs, I have 50 solar panels and on a good day they more than offset the electricity use, at 2 pm (solar noon here) I'd still be pushing 8 KW extra back into the grid. This obviously does not work out so favorably in the winter.
Building a system like this isn't very hard, it is just a lot of money for a private individual but I can afford it, I think this build is a bit under $10K, so a fraction of what you'd pay for a commercial solution but obviously far less polished and still less performant. But it is a lot of bang for the buck and I'd much rather have this rig at $10K than the first commercial solution available at a multiple of this.
I wrote a bit about power efficiency in the run-up to this build when I only had two GPUs to play with:
https://jacquesmattheij.com/llama-energy-efficiency/
My main issue with the system is that it is physically fragile, I can't transport it at all, you basically have to take it apart and then move the parts and re-assemble it on the other side. It's just too heavy and the power distribution is messy so you end up with a lot of loose wires and power supplies. I could make a complete enclosure for everything but this machine is not running permanently and when I need the space for other things I just take it apart, store the GPUs in their original boxes until the next home-run AI project. Putting it all together is about 2 hours of work. We call it Frankie, on account of how it looks.
edit: one more note, the noise it makes is absolutely incredible and I would not recommend running something like this in your house unless you are (1) crazy or (2) have a separate garage where you can install it.