That helps reduce the cost of parsing the headers but doesn't eliminate the issue. Changing a header triggers a rebuild of everything that includes it. If the header is ubiquitous, nearly everything gets rebuilt.

We want to reduce the set of rebuilt files to a minimum. That means separate headers so that files that use A don't need to be recompiled because B changed and A and B are defined in the same header.

Taking this logic to the extreme would lead to one file per type or function. I've read a lot of code that's structured this way and it works well. Editing lots of small files is a little annoying though. In the end it's a tradeoff.