I think you're conflating the IMGUI versus RMGUI question with whether rendering is done on the CPU or GPU. The two questions are independent of one another.
An immediate mode GUI doesn't have to use immediate mode rendering. For example, the Dear ImGui library "outputs optimized vertex buffers that you can render anytime in your 3D-pipeline enabled application." [0]
People don't do that stuff in shaders or CUDA, because they were neither designed for it, nor is it fast, nor is it pleasant to code.