Hi, Welcome to LQ,
One obvious reason is security. I have been using Linux since 2007 and one thing I have learnt is that you should not place all your eggs in the same basket. Nowadays all my PC's and laptop have at least 8-9 partitions, with operating systems and data organized on different partitions. We can set up the system so that you need root permission or a specific user's password to mount a partition. And my data is organized such that I usually do not need to mount all partitions in order to work. So, there is that extra barrier in case there is some threat.
But, since Linux is so much versatile, you can as well set up the system to mount all partitions at boot. You just add entries in /etc/fstab. It is just a matter of choice. Linux is very highly configurable and can suit absolutely anyone's needs.
So, suit yourself Ronnie. It is not Microsoft Windoze; you can do whatever you wish with your Linux system.
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