You can connect things to the headers and experiment with it as originally intended.
In my opinion, it doesn't make sense to try to treat it like a mini desktop computer. Like you said, it's very expensive to add on all of the accessories: High power adapter, M.2 hat, SSD, special HDMI cables, and a case for cooling. By the time you're done, you've spent as much as a cheap x86 computer that would outperform it and come with none of the software quirks.
Just because you can outfit it will all of those things doesn't mean most people should. If you really want a mini computer, get a mini computer.