Apple's transition to its own silicon offers exciting possibilities for the future of energy efficient, high performance computing. However, the transition won't be without its hiccups and a lack of eGPU support moving forward looks like a relatively substantial one. The company is also following a similar path with the M1 chip as it did with the A12X and A12Z chips when it comes to the new MacBook Air.
https://www.notebookcheck.net/Apple-M1-Macs-don-t-support-eGPUs-while-the-new-MacBook-Air-is-offered-with-a-less-powerful-7-core-GPU-M1-variant.503682.0.html