Lot's of small reasons.

You don't want to transport heat a far distance (thermal loss becomes too high), so keeping the vent for the refrigerator integrated into the unit is generally better than shipping it off outside.

CoP is the lift you get from a heat pump given a specific delta-T. The smaller the delta-T (like an air conditioning unit's 90F->70F), the more efficient you can make it. If you group a bunch of components together with different target temperatures, you'd either effectively have 2 lines (so 2 systems), or run the system at the lowest temperature you care about. 2 systems is what you have today, and 1 system with high delta-T would have a much worse CoP.

And other reasons...