You don't want to group too much because you risk downloading code you don't need, but you don't want to split too much because you need to keep HTTP requests low. Proper optimization requires intelligent grouping of related code to create a balance between these two ideals, allowing the browser to cache commonly used resources so subsequent page loads are fast.
Their blog page has 6 external JavaScript files and 4 external stylesheets. Those numbers are pretty reasonable given the scope of their site.