Same reason why you would split large modules in your regular code base: maintainability & navigability.
Over time as your step definitions grow you will have steps that are closely related to certain parts or functionalities of your system, but not related to other steps in the step definitions. Once the file becomes large enough it will become harder to maintain and find the steps you are looking for. That’s a great indicator that you should starting splitting up in multiple step definition files. For small projects, you may never reach this size.