I do have one (small 9U), it's very useful thing, every home should have it.
And all-in-one devices, I don't know. They are nice, they give this enormous sense of effectivity. On one hand, as a home user, I'd just love combined router/switch/server/NAS/whatever in neat case, one beatiful little (sort of) device able to handle everything. But it's not all that practical. All those parts age differently and you'll always hit the limit of one before the others. And then what, throw the whole device out and buy another? Plus if something happens, whole device dying at once is not good either.
There are similar problems even with much less crazy combinations, e.g. just router + switch. I have 24 port gigabit switch at home. I have it about four years (when I upgraded from 100M) and with a little luck, it will last forever. Maybe I'll exchange it for faster model ten years from now, if I feel like it, but I don't think there will be too much pressure to do so. Router is different, what I need depends mainly on internet connection, and it changes relatively often.
I could buy your dream device, if it existed, and be set for ten years for sure, but it would be overkill for foreseeable future. But I'm a consumer, I like big bang for a buck. And this doesn't sound cheap, it could be $1000 device or even more, and I wouldn't just buy such thing because it's nice, when some 24-port switch plus MikroTik's hEX for ~$250 total can satisfy me (for now; few years later I'd fix possible future bottleneck by buying newer hEX equivalent for same cheap price). And I like networks and MikroTik devices. Try to sell it to home user who doesn't.
So personally, if user has humble requirements, lets say up to 8 ports, combined device seems fine, it's more like just a router with few extra ports almost for free. But if there's need for more, I'd rather go with separate devices.