They do this to make it modular, universal, and programmable (which does a lot of things we take for granted). This also makes it cheaper for designers to repurpose said modules for other car models.
For example: Instead of discrete circuits for the lights, horn, etc., the lights and horn connects to a module. And then, the light switches and horn button in the cabin connects to another module. There can be dozens of these small modules/controllers inside a car that use the CAN bus to communicate with each other.
This way, everything is software-controlled.... Example use cases: When the ABS/EBD is triggered or heavy braking is applied, it communicates with another module to flash the brake lights or hazard lights. If the airbags/SRS deploys, it sends a similar signal to flash the hazard lights. If the engine is still cold, it tells the transmission to hold the lower gear and retard shifting up.... things of that nature. It's an oversimplification but that's the general idea.
If you had discrete wires for everything and try to emulate the features above, you'll undoubtedly have a mess of wires going everywhere.