Exactly. I do quite a bit of dev on larger SBCs and it's much easier and more reliable to plug in a small HDMI monitor (powered through the USB) than it is to faff around with HDMI capture dongles, let alone networked KVM. The one I bought (on eBay, nothing special) has a wrap-around vinyl case which works rather like an iPad case in that it can function as a stand or as a screen cover, so you can just chuck it in a bag. Admittedly, it cost more than a capture card (I think it was around $70 USD in eBay), but that's still sufficiently cheap that if it and when it breaks I will not be devastated.

USB capture devices introduce latency, get surprisingly hot, can have frame rate issues, and streaming video from them seems much more CPU-intensive than, for example, playing an equivalent-sized h.264 video (I don't know why but presume it's because they encode using something basic like MJPEG). A portable display has none of these problems.