There are RP2040 based boards with wifi are starting to come out. While they aren't horrendously expensive, they are double or triple the cost of a regular base raspberry pi pico model.
Here is one I have seen, but I haven't used or played with it.
"The WiFi section on this board is based on the Espressif ESP8285 chip which basically is an ESP8266 with 1MByte FLASH memory integrated onto the chip".
I suppose I'm wishing for an Espressif-like approach. A (low-power?) RPxxxx core fully assigned to running a Wi-Fi software stack, in the same RPxxxx chip, along with having the analogue RF aspects handled by the same chip/package.
Here is one I have seen, but I haven't used or played with it.
https://thepihut.com/products/challenger-rp2040-wifi-chip-an...