The downside of that integration is it makes upgrading much more fraught. For example, if you want to add or upgrade a video card, you might need to replace the PSU. But you might find that the PSU is a non-standard size, or that it has non-standard connectors.
I have actually by now upgraded nearly every single component and not had any issues, for example I changed the Quadro K2000 to a FirePro W7100 which required external power, added a WiFi card, added 116GB more RAM, etc. Sure, the PSU is a proprietary form factor, but that has its own advantages in the packaging i.e. this one interlocks into the case in such a way that there isn't any cable management to be done and it has a push-to-release mechanism that allows it to be switched out in around 5 seconds without unplugging anything. Yes, if I needed to source a replacement I'd have to do some digging and find a DELL one specifically, but it's a trade-off to be aware of.
At the moment there are 20+ DELL precision workstations on Gumtree in just my local suburb.
Ha, reminds me. I don't know how it is nowadays, but back 15 years ago or so, Dell used non standard sized PSUs, in in regular form factor cases. I had one go, and had to Dremel out the case to fit an ATX supply in it. Fun times.
