I guess it's time to clear some of the thoughts here. First, Sonnet doesn't say
anything about GPU compatibility:
Imagine using full-size professional video capture cards, 8Gb Fibre Channel cards, 10-Gigabit Ethernet cards, and RAID controller cards with your new iMac® or MacBook® Pro
Okay, that doesn't mean that it's impossible to use it with a GPU but looks like Sonnet won't be providing the support for that (i.e. they won't sell you the software and hardware that may be required). Not a surprise since they don't sell GPUs and obviously they want to market it for their own RAID controllers etc.
Second, sending video to MBP's or iMac's monitor will require some serious software. The external GPU isn't connected to your internal LCD at all so that means you need some kind of CrossFire setup because the GPUs must work in parallel (i.e. the internal GPU can move load to the external GPU and then the eGPU can push it back to the iGPU which then gives you moving frames). Considering that OS X does not have any support for CF (or SLI), this solution sounds rather hard, maybe even impossible (Apple's drivers block it). eGPU to external monitor connection should be much easier in terms of software because the eGPU connects directly to the monitor, so essentially it is just another GPU.
Third, Macs don't use regular PC cards. Yes, the specs are the same but the ROM is EFI instead of BIOS (or something similar, I'm not an expert on these terms). For example, you can't just put any GPU into a Mac Pro, it won't even boot. It must be a GPU with EFI ROM and only Apple sells them (with nice profits of course). However, some PC cards can be flashed to work with Macs (basically you extract the ROM from a Mac card and then flash PC card's ROM so they will be the same). But, only certain cards work because you need drivers too. E.g. AMD 6970 doesn't work currently but AMD 6870 does (maybe because iMac's 6970M is a stripped down version of 6870).
That's it for the hardware and software limitations. Lets talk about the performance next. IMO using SLI/CF setups as reference isn't valid. Two x4 slots are the same as x8 slot, which is over three times faster than Thunderbolt. The game may not be able to take advantage of more then 32Gb/s of bandwidth, thus the small difference. However, x4 slot is half of that, only 16Gb/s.
I would like to emphasize that
the performance loss depends 100% on the game.
This article does a great job in proving my point. For instance, the drop is ~50% in Modern Warfare 2, even at 1680x1050. In Crysis, which is actually more demanding, the loss is less than 10%. Alien vs Predator, pretty much no loss at all. Dirt 2 - around 15%. STALKER, less than 10%. So, can you say that the loss is universal and thus give out one number that applies to everything? No, it varies
a lot.
This article shows the performance difference in pro-apps (i.e. GPU intensive apps that are not games). The first gen Mac Pro has PCIe 1.0, which is half the speed of PCIe 2.0, 32Gb/s for x16 slot. Like you can see, the first gen Mac Pro is significantly slower than the others and this is mainly due to the limited bandwidth. Of course, it also has slower CPUs so it's worth it to note that too, though e.g. the OpenCL test should only tax the GPU. Again, there is no one specific percentage that tells the performance loss, it varies. Sometimes it's more than 50%, sometimes it's less than 10%.
I hope this clears up some questions.