By "music files" I assume you mean the records that you can buy off the shelf in a record store.
1) Bandwidth. The file size would grow proportional to the number of separated tracks (less silence in the audio file).
2) Probably low demand. Beyond music nerds and audio engineers, I don't think too many people would be interested in hearing the separated files.
3) It undermines artistic intent: Giving people the ability to remix a song that is outside of the artist's control would probably run counter to their vision of what the song should be. Artists and engineers spend a LOT of time perfecting every detail, and anything that works against that intent may be unwanted.
4) IP concerns. It takes control of the music away from the creator and the business interests once alternate versions exist. It's common for record companies to release "special editions" with the instrumental or acapella versions included as a bonus. By retaining these, labels can have extra revenue opportunities in their pocket for later.
Native Instruments tried to establish a standardized music format a few years back called "Stems". It's a file format that allows the listener to listen to the entire song or to any combination of it's four constituent stems (Drums, Bass, Instruments, Vocals). It was designed with DJs in mind and people who want to make their music easier to remix. As cool and as welcome as the idea is, it had low-adoption and there didn't seem to be a large enough demand for such a format.
As others will no doubt mention, you can procure the multi-track recordings for a lot of famous song sessions if you know where to look online. Audio engineers also trade these amongst themselves as they are leaked because it allows a detailed look into the craft of a finished recording. Like the source code leaking for a piece of software.