I suspect this is because they think thunderbolt 1 and perhaps even 2 do not have the bandwidth to give satisfying graphics performance. This might change with thunderbolt 3.
TB1 and TB2 might not have had enough bandwidth for high-performance stuff but it did have more than enough bandwidth to blow IGPs out of the water: DYI external TB2 systems had 80~90% of "internal" desktop performances on synthetic benchmarks[0], even with a TB — EC chain you could reach very, very respectable performances[1]
