Ok, I know this kinda starts off like a dumb question, but my inquiry is, after spending months trying to find the right combination for PSU and card, I started thinking, why can't like graphic cards come with something like a transformer you can plug in directly into the wall outlet, like it's own private little supply unit. It would help a lot when wanting to buy a graphic's card without having to change your whole PSU
Because you need to convert Alternating Current to Direct Current for the video card to use. Sure you can build a video card with it's own converter, but it will add more cost, umm... probably $40 - $80 to the cost of the card for the additional components, it will be somewhat large taking up 3 slots, and may inhibit airflow.
They do have dedicated power supplies that fit into 5.25" drive bays for GPUs but they are usually quite expensive.
Much of the systems in a PSU are the same size whether its a 300W unit or a 1kW unit so you wont end up saving much space by making a separate dedicated unit, however, you do end up with yet another wire running to the computer, and yet another power cord. If you made it like a power brick it would get super hot when it was running at full load, the biggest laptop power supply i have seen is like 150W, some GPUs would need up to 300W power supplies which would generate quite a bit of heat and you run the risk of it heating up and starting fires. The SMPS design used for modern power supplies is fairly efficient, reliable, and cheaper. I bet you would find that a 300W power brick would cost more than a 750W power supply so it wouldnt be worth it for anyone involved.