Isn't it easier? All of the required icons are in one place, it requires far lesser number of requests especially if you use a lot of icons in your application.
I understand why SVG is better if you use only a few icons or you need multiple colors etc.
Number of requests don't really matter anymore with HTTP2 which also means you only need to include the SVG images you actually use of each page. You can use SVG sprite sheets if you really want them in a single file.