In general you won't see low power controllers with integrated PHY transceivers. It takes considerable power to drive a differential bus over a long distance at relatively high speeds. The transceiver is subject to much higher current demands relative to an CM4 controller. If it were integrated it would requires several pins to distribute the power demands, as well as consuming a large part of the die which is better used for flash or SRAM.
If you look at the remaining controllers which do integrate Ethernet PHYs you'll notice a smaller GPIO pin count relative to other controllers in the same package. A few companies have tried, notably TI/Luminary, but it hasn't proven to be economical.
And what do you do if you need an isolated CAN transceiver?
I suggest that you submit your request in the Idea Zone : https://community.st.com/s/ideazone
This way other users can vote for it and when it exceeds 10 votes, it can be reviewed internally.