Is getting a Mac Pro to run Windows useful in any way
There is very little difference between running Windows 10 on a PC and a Mac. The Boot Camp Assistant that comes with macOS is just a utility that simplifies the installing Windows in dual boot arrangement. 

The Boot Camp Assistant also allows the user to download the drivers needed to install Windows as the only operating system on the Mac. However, Apple offers no other assistance in doing so.

There has been issues in the past were Apple has released a new Mac before the Windows drivers (Windows Support Software) was available. So you probably want to ask about running Windows before purchasing the latest Mac models.

So the answer to your questions:

Question 1: Yes, but you need macOS to first download the Windows Support Software.

Question 2: Yes, the Windows Support Software provides all the drivers need to run all the hardware included on a Mac.

Question 3: Most likely there are other PC manufacturers that provide the same hardware at a lower cost. A lot of what you pay for when purchasing a Apple goes to support macOS. Apple provides little or no support for Windows. (Other than providing the Windows Support Software and the Boot Camp Assistant.)