Just some musing below...
It is true that times, they are a-changing.

What may seem non-standard today, may become standard tomorrow.
It raises the question of the entire
terminology used by e-book readers. If you look at Marvin, it uses "books" as its basic units. The top item in Marvin's Library organiser is "All my books" (not "All my files"). And no matter how hard I try, I just can't look at a bunch of
short stories, and call them "
books". It's an awful misnomer, isn't it?

They are [EPUB]
files, each containing a story. That's it.
Kindle goes to the opposite extreme, in that if you side-load a non-Amazon book into the Kindle app, it will insist on calling it a
document, not a
book.
As to why I prefer to read anthologies: years fly by like crazy. Even if I lived to be 120 years old, I won't have the time to read all the fine anthologies ever published. So, why should I waste any time on reading
isolated short stories? There's no time to lose... let's get on with all the fine collections/anthologies.
By the way, that's a crucial distinction, to me:
collections and
anthologies. Collections can frequently contain stories by the
same writer, while anthologies typically contain stories by
different writers. I prefer the latter, because it provides for much needed
variety in my reading. Not
too much variety, though -- I limit myself to no more than 3 stories by 3 different writers in a day.
The role of the
editor (compiler) of an anthology is crucial. If he/she is a person of taste, then reading such an anthology is unmitigated joy, story after story. But if an anthology is only compiled
mechanically: "let's include 3 stories from each year/genre/country/writer here, just so that everyone is proportionately represented, regardless of the stories' quality"... then reading such anthologies can be a pain, and selecting individual stories from a site like FeedBooks might indeed be preferable.