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Many kinds of electronic equipment use an external brick power supply unit. There are several advantages to this; it keeps heat and noise out of the product, and it reduces the scope of electrical safety considerations, as discussed in What's the reason to make power supplies external?
Nonetheless, despite early home computers tending to use external bricks, desktop PCs soon settled on internal power supply units. Why? What's the advantage of an internal unit that outweighs the disadvantages?
Desktop PCs already have a chassis, and it already has to deal with containing emissions. The unit as a whole will already need emissions testing and verification. There is really nothing to gain from a external power supply.
On the flip side, now the power supply itself can be made more cheaply since it doesn't need to have a finished case that keeps the user from the high voltage, doesn't radiate on its own, etc.
There are many computer form factors, and only half or less use internal supplies at this point. Dell USFF ultra small form factor pcs use external supplies. Lenovo all in ones use external supplies. Other "computers" like the XBox systems use external supplies. The Asus EEE Pcs and mini/pico ITX systems use external supplies. There is an entire market of power supplies and computers that don't use "traditional" internal supplies.
The only real reason internal supplies are used is because empty space in an otherwise large computer case.
