By coincidence I stumbled last week over this Ghia 450SS convertible with a separate roof top (1 of 57 built in 66/67).

Although US business man Sugarman never mentions his relation to the Cobra from 1965, he narrates his visit in 1964 to Ghia, when he wanted to buy the 230S from Ghia. Turned out it had no engine.
Which triggered his search for an american engine and suitable chassis, he tells (Autoweek interview).
Out of this sudden sponsorship and Ghias failing in getting Fiat on board, experiments with others may sound logical, yet ending with a Barracuda sent over and finally turning it into a 450SS convertible for Chrysler for 66/67. Just saying the 65 Turin show may fit these experiments done with italo-american combos, which were popular in Europe as well.
Sugarman build his own Ghia sales outlet in Beverly Hills. Not saying that he triggered also the Cobra, maybe just the search for something that could work.
Rather Ghia was interested to build its own car after the interest in the 230S and using all channels incl. De Tomaso to get chassis and engine into their bodywork.
Money was needed and obviously not available for the Cobra GT bodywork in 1965 from Ghia.
Claude Dubois in his book says that there was little room for playing with Cobras due to the contracts, when he was looking for additional business opportunities. He (much later) connected to Frua and the AC428 and of course De Tomaso.
Again no hard facts here, but some sort of explanation for the exercise maybe.