Part of it is this implicit structure it defines, which file it loads adter ehich other file to make a whole page. It seems convenient at first, if only you know it, but it encourages people to not properly finish all their HTML elements on the same file, but split them up stupidly and end them in other files, never to be reused.
It all seems very beginner-mistake like. But I guess they are stuck with this now, because thousands of themes rely on this, instead of having a structure based on composition. Contrast this for example with how one uses Jinja2 templates rendering blocks and macros.