There’s a big difference between DRAM and SRAM. SRAM stores bits in the state of a couple transistors. DRAM stores bits in the charge of a capacitor.

A CPU is mostly transistors, so SRAM is made of the same “stuff” as the CPU logic itself.

This makes it easy to put SRAM on the same chip as a CPU, but difficult to put dense amounts of DRAM on that same chip. You could etch CPU and DRAM with the same process but both would suffer in density and therefore speed, cost and power efficiency. That’s the fundamental reason why DRAM and CPU/GPU are on different chips with a fast interconnect between them. This is so even in devices like the iPhone where one designer controls and designs the whole thing and could, in theory, fab a single design with both. But they don’t.

(There are some old exceptions to this like the PS2 shipping with a small amount of on-die DRAM. And process incompatibility is not the only reason for keeping the two chips separate. But if the processes weren’t incompatible there would certainly be high-end fast CPUs/GPUs with big gobs of DRAM.)