What happened with shipping everything in a single file and letting cache magic happen?
Caching one big file has the draw back of busting the cache each time the file is updated for any small change.
Caching multiple small files allows you to have a finer grain cache. Only bust the things that updated. And, since it's all the same TCP connection it's now performant to load this way.
HTTP/1.x definitely has support for this. Not using it actually may get your IP temporarily blocked from many sites.