Obviously there’s a market for ML rigs as evidenced by dozens of small and big system integrators selling such rigs (e.g. Lambda Labs). As for buy vs rent, it depends on your particular situation.
I worked at a place that was developing ML apps and they bought me an Alienware gaming laptop. I also put an entry-level 10-series graphics card into a not-quite-bargain basement desktop (the real bargain basement desktop might not let you add a GPU.) Recently I built a "gaming PC" with all the RGB bling, it works fine for model training.
Yes, definitely. While I am no longer inclined to build my own rig (it was fun in younger days) but now I would rather spend money to get a prebuilt rig.
AFAICT, hobbyists with deep pockets; freelancers or small boutique shops doing consulting in ML, AI or 3D graphics; research labs with good funding in these domains will be the key market for such rigs.