Hen and Egg problem. If CPU's weren't slow pieces of crap compared to the GPU's we would have gameplay evolving, and not just stagnating like it does now. Currently RTS games (TOTAL WAR) can't have individual unit AI on par because there is no CPU on the planet that can handle even 10k units with good AI (and their pathfinding/Collision detection). And think about why there is so little procedural deformation in physics. If your physics engine is affecting collision it needs to be calculated entirely by the CPU.
And don't even get me started on proper neural networks and real-time raytracing. Everything is held back by the CPU and the stupid lets keep everything to a single core mandate that next gen consoles are hopefully going to break.
To give an idea how insane this performance issue is
Intel I7 = 109 gigaFLOPS (or 150 gigaflops if you push all 6 cores to the limit) Yes, that means 150 / 6 is the actual performance of your cpu in most games, because what's grinding games to a halt is when a single thread on a single core is cpu starved.
GTX TITAN = 4500 gigaFLOPS (according to the PR stuff floating around)
Or put differently, a GTX Titan is 40 times faster than the fastest CPU your money can buy. Even if there is a 50% variance, gpu's are still ahead of cpu's by nearly a decade.
At this point we should be running 1024 core cpu's