Memory modules? AFAIK Not a single SoC in wide use has the main memory
(of this size) on chip, sure the controllers might be and caches too, but not the system memory itself, memory is dense and typically requires large floor plans. I don't think the naming is as odd as it seems. There are likely very complex system components in that chip, not just a "CPU+GPU".
For example, the raspberry pi uses a broadcom SoC, the DDR memory is external, that doesn't stop them from still calling it one even though they might offload certain features (like how the PS5 has offloaded the disk controller).
The original Raspberry Pi had all of that on one chip, but it does look like the later models do not have it all in one, perhaps because the larger memory capacities cannot actually fit in a chip of that size. So it seems you are right.
For example, the raspberry pi uses a broadcom SoC, the DDR memory is external, that doesn't stop them from still calling it one even though they might offload certain features (like how the PS5 has offloaded the disk controller).