Why are boost/buck converters never fully integrated/all-in-one?
It has to do with the limitations of silicon.

You can easily make lots of transistors in silicon, and connect them together.

Resistors and capacitors, particularly ones with any precision, are harder, and you can't really make them to handle any appreciable energy.  It can be done, but they take up lots of space (I'm not sure how things stand now, but at one point the typical internal compensation cap for a unity-gain stable op-amp took up most of the silicon).

Inductors are right out.  You need low-resistance windings, you need a magnetic core, you need size.

Which is why your switching supply has a chip that does everything that can be reasonably done in silicon, then it's surrounded by (relatively) big capacitors and a (relatively) big coil.