Well, in a way, a WiFi 6E-routers can sort of have three PCI-E WiFi-cards, but in addition there are a lof of older components (SoC, RAM, NAND Flash, antennas, large PCB, switch, ports, casing, packaging) and a quite advance software-stack that needs to be maintained for years. And the manufacturer of the router have a support responsibility, and maybe also an app that was developed and needs to be maintained. There was also an initial design cost, and each modell usually sell a much lower volume than many of the WiFi-cards.

If you look into some older routers, where was actually a PCI/PCI-E-card for 5GHz in quite a few of them. Also remember that the WiFi 6E card can use one frequency at the time. A router will need the possibility to use 2,4, 5 and 6 GHz in parallel, so there are three controllers/radios.

Also remember that some of the newer Intel WiFi-cards depends heavily on features already in the motherboard chipset. F.eks. AX211 is cheaper than AX210, but AX211 depends on stuff in the motherboards chipset and is more a simple controller and a radio. So some of the cost have been moved.

Remember also that each controller/radio in a good router is more advance. E.g. a WiFi-card in a laptop will normally be 2x2, while a router can be 4x4 - even on all radios. So more antennas, more FEMs and you also need to design this in a way that components don’t interfer with eachother, even if the radios themself don’t operate on the same frquency etc.

Can you make your own solution? Yes, but not likly to be cheap. And also remember that the SoC is designed for this special purpose in routers, and have hardware offload.