I'm not aware of PC manufacturers making a SFF PC with an internal power supply (look at the Dell Optiplex GX620, and Steam machine).
Pretty much any PC small enough to be VESA mountable will have an external power supply.
Apple has made the power supply on the Mac Mini internal since 2010, but previous models had an external power supply. I can't find exact numbers, but I'd be very surprised if the power supply in the current Mac Mini model is rated for more than 60 or 80W output.
But besides, it doesn't really matter if the power supply is internal or external, other than it would be a feat of engineering to fit a 135W power supply and a PC in such a small space. The fact is, that volume is quite small to fit the components and a heat sink which can handle a 60-80W TDP (CPU+GPU) without having a lot of airflow over it to keep temperatures under control.
