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Desktop CPU that you would buy, but yeah, I can see why a dedicated gaming machine would appeal especially now you live in a castle in the country side, I have space as a consideration in my tiny London flat. Saying that I had more hassle with my gaming build than I ever really do with my eGPU and sold it as a result. You could easily build a nice 1080/1440 machine for around 1000 and use the iMac in target display mode (can you still do that?)
CYOA
Sumo
chrisbmx116
Just do what I have done and grab an eGPU? Laptop for looking all hot and professional in meetings/starbucks then plug in the nerd station at home and game away. Make sure you have good headphones.
(I'm running a 1070 and get 60fps @1440 on high settings paired with my 13inch MBP, so any desktop CPU will beat that).