I was so confused recently, when I bought a toy car kit from some German brand which cost 25 euro and came with the pieces all joined together straight from the injection mold, so you had to twist them off one by one, and then the little injection spikes stabbed your fingers while you worked.

Bought an almost equivalent set from Lego (stab-free!) for 9 euro. How does that pricing make sense haha

With such kits you are generally supposed to remove the parts from the runners with nippers and then sand those nubs down.

Economy of scale, Lego can invest the billions(?) in machines and molds that don't leave connection points (?), partially by reusing pieces between sets.