They don't need a GPU. Until the 1990s, computers didn't have one at all, unless you count a fairly simple device that reads from a chunk of RAM and interprets it as video data a GPU. Early 3D games like Quake were perfectly fine on these systems, and did all the work on the CPU.

What the CPU sends is a lot of textures, and a bunch of triangles, plus information on how to apply the textures to the triangles.

The CPU could do this but the GPU is a lot faster at certain tasks. Drawing triangles being one such task. Twisting the textures around being another.

Early GPUs just did the texturing. That's the most CPU intensive task.