I use modules. I wonder the same thing. I think it's people who don't want to take the time to setup the midi connections? Even though it's pretty easy to do. And since I'm spending thousands of dollars on equipment then I don't mind taking a couple hours to get over the learning curve to make sure my setup is something that works with my workflow.
It might also be that people don't want to buy the gear to manage the several devices. I bought a MPC one to be the "brains" and global clock for my setup. Honestly I don't think it would change much if I just plugged my keystep directly into my midi devices without the MPC though. But the MPC allows me to have multiple sequences of different lengths, visually edit them, and a while suite of plugins for horned instruments/piano/etc so it's worth it to me to have.
I have about 10 midi devices currently (4 of them being synths) and have no problem having everything easily playable. They all sit on a desk and take up about a a fifth of the space in this picture. Honestly I think it's easier to switch between and control devices with modules than this. Everything stays half an arms reach away and I don't have to turn or move my chair to do it. I could not deal with the clutter and lack of space in this picture personally. But to each their own and whatever helps you stay creative.