This is the default behaviour but not mandatory. From MySQL docs, Using Per-Table Tablespaces:

By default, all InnoDB tables and indexes are stored in the system tablespace. As an alternative, you can store each InnoDB table and its indexes in its own file. This feature is called “multiple tablespaces” because each table that is created when this setting is in effect has its own tablespace.

As to why, the reason is probably the different architectures of the two engines (MyISAM and InnoDB). For example, in InnoDB, you can't just copy the .ibd file to another database or installation. Explanation (from the same page):

Portability Considerations for .ibd Files

 

You cannot freely move .ibd files between database directories as you can with MyISAM table files. The table definition stored in the InnoDB shared tablespace includes the database name. The transaction IDs and log sequence numbers stored in the tablespace files also differ between databases.

This is the default behaviour but not mandatory. From MySQL docs, Using Per-Table Tablespaces:

By default, all InnoDB tables and indexes are stored in the system tablespace. As an alternative, you can store each InnoDB table and its indexes in its own file. This feature is called “multiple tablespaces” because each table that is created when this setting is in effect has its own tablespace.

As to why, the reason is probably the different architectures of the two engines (MyISAM and InnoDB). For example, in InnoDB, you can't just copy the .ibd file to another database or installation. Explanation (from the same page):

Portability Considerations for .ibd Files

You cannot freely move .ibd files between database directories as you can with MyISAM table files. The table definition stored in the InnoDB shared tablespace includes the database name. The transaction IDs and log sequence numbers stored in the tablespace files also differ between databases.