HTTP/2 happened. HTTP/2 allows you to send HTTP requests over a single TCP connection per domain. Headers are compressed. The request overhead is minimal compared to HTTP/1.x.

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.