Because this does not work in reality. You have many mechanics that are hidden to the casual user but play a significant role from a vendor standpoint.

You have ui change which means you slow down the users purchase due to them finding buttons and informarion, leading to similar websites which is bad for variety and gives corporare unified marketplaces an edge

Then you have trust. Leaving a website you have learned to trust means you have to check if the next website is trustworthy which isnt feasible.

Unified order overview and checkout so you know what you bought and when its coming. Especially for a complex multi stage order.

Unified payment of course as well as claims, returns, etc.