The sprockets have ramps and such that assist in gear changes. Each brand is different, likely significant difference within brands. Changing to a sproket that is not the exact same part number will almost certainly compromise shifting. Wear also occurs on the ramps, that enable smooth and precise gear changes. Eventually replacing sprockets will lead to a cassette that shifts poorly.
Smaller sprockets are often steel and larger one aluminum (depends on the cassette). Its night be a larger sproket is more worn because of this.
You state "Given the small sprockets wear faster than the big ones," which is not universally true. It largely depends what gears people are riding in. While a few people live in top gear (on the small sprockets), most ride on the larger sprockets around the middle of the cassette most of the time. The drive line is more efficient on larger sprockets so it better to gear a bike to use them for your typical ride.
From an economics perspective, while cassettes are not cheap, a mechanics labor is not either. Paying someone to replace sprockets would almost certainly be uneconomic compared to paying them to replace the entire cassette. Most of the time would be used working which sprockets to replace, then discussing it with the customer. It would also be high risk work in terms of brand reputation and customer satisfaction. For DIY these are not considerations (but still worth thinking about if you value your time ), and it might be something an individual would benefit from.
From a logistics perspective it becomes easier - fewer parts to manage inventory and shipping on. Some would argue getting people to throw away a partly used item and buy a new one regularly is better business.
Given all this, the reasons to do are worth considering -less waste and environment impact. Even if you send old cassettes to the metal recycler, there waste in manufacturing that is reduced. Cost saving would be hard to work out but might be there.
Without a quantitative way to work out if a cassette sprocket needs replacing how would you when to replace them? We have the same problem with the cassette, but we use the chain as a proxy. Perhaps this is the problem to solve - come up with a tool that quantifiably (like a chain gauge) tells us when to replace a sproket.