The big advantage of putting the memory on the same die as the logic is you can increase the memory 'bus width' between the two to crazy levels - many thousands of bits if you want - even for relatively small memory sizes. The means you don't need such a fast memory process, and it massively increases the memory bandwidth, which is generally the limiting factor in DSO applications.
Yes, you could. Not sure if that is true for MZ4, though.
On the other hand, if you have an architecture with lots of fast RAM chips and FPGAs, like the typical higher end scope, then you get the increased memory bandwidth 'for free' as there are so many RAM chips each with their own data bus. Of course this costs more, and is much more power hungry, but these are acceptable in a high-end instrument. So the all-in-one ASIC design is better suited to lower tier designs (which are likely to sell in much larger volumes anyway)
That depends on the design. Most high-end scopes are pretty slow when it comes to update rates, which don't really matter that much in that class as they do in the low-end segment. Especially designs that do their processing in ASICs are generally relatively slow in processing the large amounts of data a modern high-end scope produces (other manufacturers use standard x86/x64 intel processors to get better performance).
Entry-level instruments using commodity DDR3 memory are limited by its 64-bit bus width. So you can easily & cheaply provide a lot of memory, but the waveform update rate is likely to be less than stellar, and if you aren't careful the UI will be sluggish as a result.
Yes, but at least it is cheap. Which is the prime objective for pretty much any B-brand.
or you can just offer a few thousand points of memory, sacrificing memory depth for waveform update rate & responsiveness.
As explained further up, there is a fixed limit to how often a scope can update when using large memory. Even MegaZoom can't change that, it pretty much just cheats itself out of it by using a small sample size during operation.
Responsiveness is an UI issue. Tek is a good example how not to do it as on its scopes the UI locks up during longer operations. Other manufacturers maintain a responsive UI at all operations.
Current fashion in entry level scopes seems to be to cram as much memory in as possible for spec sheet bragging rights. I have no personal experience of using one of these scopes, but I expect if you wind the memory depth up to '11' the UI will get a bit treacly.
Yes but again that is because especially the B-brand scopes are targeted at the lowest possible price point. They also can't make a lot of use of their large memories, i.e. due to the lack of proper analysis tools. And despite the large memory, FFT is often poor as well (i.e. some 4kpts on Rigol DS2000 Series scopes if I remember right).