No one in their right mind runs ductwork between the interior and exterior of the building in residential installations. There’s power, possible control wiring, and two or (in exotic installations) three refrigerant pipes.

(In a more enlightened world, I think that a system with the refrigerant fully contained within the outdoor unit that uses plain water as the heat exchange fluid could make a lot of sense, and this would not change the pipe situation.)

I believe these are called “monobloc” and they exist, but are rare in the US.