The reason is flexibility, the board manufacturer can decide how many PCIe lanes to send where, how many USB ports there’s going to be etc. Modern mainboards are a power delivery system and IO backplane.

I haven’t looked that closely at laptop CPUs

My guess would be partially because there are fewer possible interfaces, and they’re directly connecting the CPU to a separate Ethernet/WiFi MAC, USB hub controller, and audio DSP rather than having a separate chipset arbitrating who’s talking to the CPU and doing some of those functions?