Actually, there are many threads here on VOGONS with people owning crazy Pentium Pro setups!
Other than the novelty of it, there's not really a whole lot of use for them as they are in a weird place performance wise. Pentium II CPUs and motherboards were produced at a much higher volume, which means they are in abundance compared to PPros as well, not to mention scrappers have been looking for these CPUs and thus prices have risen significantly through the years 😵 .
Socket 8 motherboards can also be very pricey, especially if you're looking for 440FX based ones (and you should) or even worse for multi CPU ones.
I wanted a Pentium Pro for many years, but never really felt like spending that much money on such a system. The opportunity arose a couple of years ago when I got a great deal on a 440NX motherboard + PPro 200 locally. Went home, installed everything in a case, installed NT 4.0, fooled around with games and DirectX 5 hacks ( 🤣 ) for an afternoon or two, trying out different games from my shelves to see what would run and what wouldn't, had a total blast doing it and haven't touched it since.
So in essence, you have the following issues with Pentium Pro:
a) Price for CPU + Motherboard
b) Performance in 16bit software
c) Lack of MMX instructions
Perhaps it'd be fun to compare a Pentium II clocked at 200MHz against a PPro 200, see how each CPU runs different games. It'd be totally up to it, but 440BX vs 440NX is not really a fair fight and I don't even have a 440FX Slot 1 board which would be even more interesting (440FX for both systems would be ideal).