Earlier quoted context omitted.
A direct m.2 or sata slot so you don't have to deal with USB annoyances.
Since the Pi people finally got USB boot finished for the Pi 4, I'm not sure what USB annoyances are left to worry about? That's really why I asked the question. A USB 3 SSD seems about as trouble-free as a storage device can possibly be.
I recently built a desktop computer. It uses a 6x6 inch mini-ITX motherboard. The motherboard has a CPU and 2 sticks of RAM in it, raising the height to about 2 inches. The SSD goes inside the motherboard in the M.2 slot. Aside from this 6x6x2" unit, the only other things are:
- the gigantic graphics card - not necessary on these type of computers - the power supply unit - standard USB unit for these - and the CPU cooler which is a big hunk of metal sticking out and raising the total height to about 6 inches - again not necessary, maybe a tiny passive heatsink
M.2 is faster and lets you put a tiny SSD (literally just a PCB with flash chips on it) inside the thing instead of having a large external USB SSD with a cable to connect. So in the end you have a super compact computer that is basically just one PCB with another PCB inside it and maybe a tiny heatsink.