TB monitors aren't really a thing outside of the Apple world.
"outside of the Apple world" is pragmatically closer to 'outside of the Intel based > $1K laptop" world. At this point TBv3 is relatively highly prevalent on mid-high range laptops with Intel foundation. AMD is still dragging their feet on this but also are still also more so aimed at sub $1K price points too.
At this point, there are far more individual products outside the Apple space that can work with most TBv3 monitor than inside. ( The Ultrafine are a bit a quirky outside of Mac space but there are more than those out there at this point. )
Narrowed down to looking at monitors only from a desktop only perspective, then yes that is still an Apple thing. (at least for next couple of years).
And inside the Apple world they want you to buy those heavily marked up Blackmagic eGPUs
The LG Ultrafine and Blackmagic eGPU match up well in being products that Apple is highly intrested in but didn't want to do internally ( for whatever reasons ). The Ultrafines are "one and only one input" monitors they way Apple likes 'monitors' to be ( really docking station monitors ). The Blacmagic eGPU is similar in that because it is embedded GPU, Apple worked with them on the newest versions of being able to pump the GPU output 'Downstream" from the unit. Hence, those two are coordinated with each other a bit indirectly (through Apple).
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.... Its actually hard to find people who use the ultra fine monitor, egpu with mini in a FCPX setup. I spent hours reading forums and its all video game talk. Apple website stated that for games you should plug the monitor into the egpu but doesn't state this about when using video software. Its a limbo for me since I really like the ULTRAFINE monitors that only support TB3 and I don't play games. Whats up with none of the video cards having TB3?
For gaming software there is an extremely high presumption that it is the output video from the software that is the primary interest. So connecting to the external GPU puts the shortest path between the video output stream and the monitor looking at.
Often for video software a eGPU might be added to provide an supplemental purely computational resource. You are adding compute power as opposed to viewing display power. There hooking the display to eGPU may or may not make much of a difference. ( depends upon how much of the compute results have to be sent back on the Thunderbolt link and how congested that is.). There really isn't a "one size fits almost everybody' recommendation to make there.
If the eGPU is primarily running most or all of the windows of your video software program then you probably do want the monitor hooked directly ( or downstream in the Ultrafine case) to the eGPU. That falls back into the high video data stream output context that the game software falls into.