The reason they don't do this is a legal one. As a platform, they are not liable for what their sellers sell (copyright/trademark/counterfeit), but as a marketplace they would have deeper liability. A central marketplace also gives brands the ability to search through all Shopify stores, basically giving them a search engine to find infringement.

How do I know this? 10 years in ecommerce with a different ecomm platform.

That's exactly what Amazon has succeeded with: Owning the marketplace, but without any of the liabilities you mention...

They tested this at one point. I thought about it before launching weebly’s eCommerce. Sellers number one concern is sales.