2015 15" MacBook Pro [4th,4C,H] + RX Vega 64 @ 16Gbps-TB2>TB3 (Razer Core X) + macOS 10.14.2 & Win10 [rolleiflex]
Yes, I thought if eGPU didn't work, it would not work because I had a thunderbolt 2 instead of 3, which is unsupported. Instead, what happened is that it did work, and it did work fine — it's just that the idea of what is essentially an internal component (GPU) being detachable is foreign to operating systems. When Windows grabs hold of an eGPU, it just thinks it's a GPU, it doesn't really understand that it will be removed in the future, and that it can't expect it to be present in all boots from that point on.
In the end, egpu worked fine and it did what it should, it was just too inconvenient. If you want your laptop stationary, yes, then that does make sense, but then you can probably just get a regular PC or Mac for a much cheaper price, with much better thermals (i.e. fan not growling at you all the time) and with higher RAM.
I think eGPUs are great for making old style trash can Mac Pros live longer since their GPUs are super old but processors are good. For Macbook Pros, it removes a bottleneck, but you're still bottlenecked by other things like thermals, and you lose a big part of what makes a laptop a laptop, portability. (Though you only use your boot camp at home, you're fine). For iMacs, the fact that you have to re-route the video signal into the embedded display takes 30% performance hit, which, with the performance hit of the egpu setup, probably brings your new GPU to the level of the old one inside your iMac. For the new Mac Pros, you can just stick the card in and you're good.
In short, good idea in theory, but OSes really don't seem to like their internal components torn off while they're live.