Mini PCIe Graphics cards, why does no one make them??

The main reason is probably the lack of a big enough demand to support the investment. There have been attempts to create exterior solutions for graphics upgrades for laptops, but they were expensive and clumsy. It's probably easier and cheaper for someone to sell their current laptop and purchase one with better graphics capabilities built-in.

docking stations are quite expensive(over 200 on its own) and buying a station + a dock is almost like buying a whole new laptop altogether. the problem with it is that it shouldn't be portable, because carrying around a gpu wouldn't be very healthy as too much transportation can kill it, which defeats the purpose of a laptop.

I am talking about for desktops.

buying an entirely new motherboard is cheaper than a docking station, i don't see where you are getting at. about all newgen mobos have a pci-e slot. no point on hindering it with a wire because the gpu also needs a 6 pin connector connected to the gpu from the psu.

In the case of desktops, there are two main groups of computer users that want powerful graphics. Gamers and content providers like animators and 3D modelers. Both groups are not very concerned about size or form factor. They just want more powerful solutions over time. Outside of these two groups most others computer users are perfectly happy with the current trend of onboard or on CPU solutions. There just isn't enough of a demand for smaller PCIe devices for venture capitalists to gamble on.

What would you do with one that you can't do now?

Desktops don't have Mini PCIe slots.