It's not that it wouldn't be nice to be able to do this, it's that it's hard (as in, I'm not aware of anyone who has figured out a way). As it is the blockchain world (apart from bitcoin) has largely moved on to proof of stake so they no longer burn tons of CPU that could be put to better use if you hypothetically solved the problem I outline above.
And bitcoin presumably isn't going to change to doing your new model training thing if you came out with it for the same reason they haven't changed to proof of stake. I'm not aware of what that reason is but presumably the status quo benefits the existing miners and they hold the power.
And that's just for a single model.
With distributed users they could be generating those new models all of the time doing highly computational work.