Because most everyone drives in the US and can just put their bags in the trunk. That's not the case for places like Japan or Hong Kong where traffic is bad and parking is at a premium (think New York). As a result, people need to take public transportation to the range and it's much easier to do that with just a few clubs than the whole set.
I see these everywhere in Hong Kong (MacGregor offers them in many styles), and I'd say half of the people I see at the range use them instead of full-sized bags.
The Edwin Watts here in Sarasota actually carries a wide variety of these, in many different brands. I had not seen them in there until just recently. I was surprised at the price tag on some of them though $100+.