Doesn't have to though. A Threadripper 3990X uses barrels of electricity, generates plenty of heat, comes with no GPU, has worse single-threaded performance, and still costs $4000 by itself without any of the parts needed to make it actually work.
Threadripper Pro is the workstation chip. Regular Threadripper (non-Pro) was not aimed at workstations, it was aimed at the "HEDT" market. Strictly speaking it's considered a consumer market (albeit for the enthusiasts of enthusiasts)
Depends on what you define "capable" as. Remember, they specify that it is the most powerful and capable chip, not necessarily complete system.
There's no other chip that has the power of an RTX 3090 and more power than an i9-12900K in it - after all, Threadripper doesn't have a lick of graphics power at all. This chip can do 18 8K video streams at once, which Threadripper would get demolished at.
I'm content with giving them the chip crown. Full system? Debatable.
It's a fantastic chip but that wasn't the question. I love my M1 Max and I love my Threadripper workstation, each has their own strengths and that's alright.
Through you would need to compare it to the coming threadripper 5000WX(?) or better the soon coming Ryzen 7000 CPUs (which seen to have integrated graphics).
I mean they all are CPUs coming out this year as far as I know.