CPU makers can’t really make system memory affordably, unfortunately. That’s why it’s separate in the first place :(

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Intel has actually done this in the past, with a little eDRAM cache for their integrated graphics on some older 5000 series CPUs, like the 5775C. It topped out at 128MB.

AMD already does something similar with their X3D CPUs, albeit with SRAM… it tops out at 64MB.

They will sell you a bigger version, with IIRC 768MB of L3 memory, for many thousands of dollars.