Can you do it on any currently existing laptop that is not much heavier and much thicker than a Macbook Pro?

There are VR capable (gtx 1060) laptops around the size of the 2012 MacBook Pros.

Ok, could you link to one?

Not the parent, but you could literally get off your high horse and google "laptop gtx 1060"

I did that and had several options within 10 sec

They tend to be 15" or 17". The new 15" Macbook Pro also has better 3D graphics (Radeon Pro 450). It's not as fast as the gtx 1060, but it uses 35W of power in comparison to 120W, and needs less active cooling. Apple generally don't compromise on noise and battery life.

I'm sorry for the snarky nature of my previous comment, but in my experience, all of the suggested alternatives require compromises which Apple are justified in not making. I'm not sure why people think that Apple are obliged to make laptops to suit every use case. If you just want a portable desktop, there are plenty of other options.

To be fair OP included the Mac Pro. If the top of the line product from Apple's macbook line can't cut it, maybe they shouldn't have abandoned the mac line so prematurely.