Hotswappable PCIE is really hard to do right, especially if you are using a non-standard connector. You have to guarantee that pins connect and disconnect in the right order or you risk damaging equipment.

And on top of that, while a connector might be perfectly safe with cold swap (i.e. power off), you can damage the connector if the circuit is completed and power starts flowing but you only have partial contact.

So it was probably preferable to just release a coldswap versions and try dabbling with a hotswap capable chassis in the future.

Speaking from experience, there is a big performance difference connecting your eGPU over PCIE and connecting over Thunderbolt. Usually people just take the performance hit with Thunderbolt because of convenience and they are usually using overpowered desktop GPUs but there are eGPU PCIE connectors for people who want the most performance.

Because this is already using a mobile chip with lower performance, Framework probably didn't want to tank performance any more by going with the lower bandwidth Thunderbolt option.