I've wondered that a bit myself. Couple of (speculative) reasons I can think of:
- Maybe there is no off-the-shelf design that has joined cars and otherwise fits the city's design requirements
- In the event of a collision serious enough that a damaged car cannot drive itself back to the maintenance yard (rare, but has happened), it is far simpler to decouple the cars than to deconstruct them.
Emphasis on "speculation"