Actually, you can do that with rollup.js and riot.js. Components written with riot.js contain all their HTMl, CSS and JS (preprocessors can be used too). Rollup.js can import those components like normal js modules and at runtime riot.js injects the HTMl and CSS.

The only downside is that you either deliver one large bundle with mixed HTML/CSS/JS content to the browser or have to use some complicated configuration the split at least the CSS to a seperate file.