So the following is accurate for around 2008, I have no idea if it still holds true. The Garret TR30R was used by all the WRC teams with the exception of Subaru who used to use IHI.

You are right in that it didnt use a water cooled CHRA. It relied on air cooling and usual oil lubrication. Big difference that this performance orientated turbo had M50 bearing race (used in jet engine bearings) and silicon-bronze retainer. So design and materials used were all designed around not having water cooling.

Now think about a turbo that is designed to have water cooling the CHRA. It is of a different design and uses different materials based on the expectation that engine coolant is flowing through it.

Lastly, regarding rally cars. How many kms do they put on turbos before they life them or reco them. Given the conditions are very harsh with regards to temp and dust etc....but they are rebuilt frequently...not something we would want to be doing on a road, or even club/track car

Turbo builder builds into the unit certain functionality...I would be using it. Well, thats my 2c anyway