You can kinda do that already.
Because gatsby-source-wordpress handles the finding & replacing of URL's when fetching the content, your WP site can live anywhere - even on your localhost.
The caveat here, is that your gatsby build would need to be done locally then too, as online, it wouldn't be able to find 'localhost' as its source.
We're a place where coders share, stay up-to-date and grow their careers.
We strive for transparency and don't collect excess data.