GPU do other things as well and that makes them costly.
The minimal extra hardware functionality is in the output controllers, i.e. the things that control display port, hdmi etc.
Dedicated AI compute processors (e.g. Nvidia Tesla series) are simply GPUs without outputs, and have no built in cooling fans because they sit in server racks that have high powered cooling mechanisms.
There's no extra magical AI specific functionality in them, they just do vector maths really really well because they are designed for it. :)