Several companies have implemented databases on GPUs but there is a good technical reason that the approach has never really caught on, and some of these companies even migrated to selling the same platform on CPUs only. The weakness of GPU databases is that while they have fantastic internal bandwidth, their network to the rest of the hardware in a server system is over PCIe, which generally isn't going to be as goo…
How relevant is that when you're looking at multi-TB data sets that don't fit into computer RAM? Sure, the RAM CPU bandwidth may be very wide, but the SSD connects to the computer over the same PCIe bus.
And also: when did you have this conversation? GPU performance has changed very much year by year, so what wouldn't have been worth it 2 years ago might be a huge gain now.