1) People don't watch 3 films in one go, so having to select which film you want in the menu is just an extra step
2) People want the nice display box on their shelf, if they didn't they could get it cheaper individually.
3) Cramming multiple films onto one disc is for budget titles, it looks budget and feels budget - it's not for premium experience box sets.
Maybe you should rip them all onto a media centre and play from the HD, you don't even need to see the disc then, hide it in the loft, that'll keep your shelves free for other stuff.