That's only because Resident Evil is a story-based game, with a totally linear progression. If GTA, or a fighting game, or a racing game (etc) where spread across different discs, you'd have to swap discs each time you went to different parts of the city/different cities, chose different characters or went to different arenas, chose different cars and/or raced on different tracks.
Therein lies the problem. On Resident Evil (or any other linear game), once you've gone to the next disc, the previous one is never used again (until you play it through additional times). In non-linear games, being multi-disc would mean swapping back and forth between discs contantly, and at totally random intervals. You may play one disc for three hours, and then swap between the first and third disc (or whatever) constantly every two minutes, for a period of four hours.
It's just not feasible, practical, or enjoyable. Linear story games are fine. Not non-linear games.