Well, at this point in computer technology it's the only realistic way to get faster computing speeds, is to switch to Parallel processing.
That's the reason you are seeing dual-core CPU's as well, it's just not economical (or possible) to do any larger-scale integration than is currently done in computer chips. (at least not without high defect rates).
Basically this means, Moore's Law has reached the ceiling and no longer holds true.
So the answer? use multiple CPU cores (or GPU's in the case of nVidia SLi / ATI Crossfire). No need to really change the manufacturing process that much, just use the existing CPU core design and place more than one on a single chip, or just link multiple chips together in an efficient manner.
So getting a bit nuts? Well, it's just what has to be done if processing units are to be made any more powerful.
Btw, I think in many cases SLi can utilize some sort of connector on the cards themselves (in other words the chipset on the motherboard doesn't need to support SLi itself), at least with special / hacked drivers.. not sure / can't test this though because I don't have any cards that support SLi.
Oh btw, just read on Wikipedia that Gigabyte makes a Quad SLI mobo, the GA-8N SLI Quad Royal. Not sure if it's actually being produced / available for reasonable cost?