Insert, Update and Delete in one PHP File

Why the experienced people in PHP programming always ask to do a coding in one PHP file..??
I mean all manipulation do in a one php file. It will be usefull to the proggrammer in session task and the designer that give a touch CSS and theme.

The programmer in session task can do a little of session coding and the designer also Implement the design in less amount of file.

But the difficulties maybe it hard to review the large size of code and the file become larger (but PHP file ussualy less than 30 KB, 30 KB is too large for me that ussualy have about 3-9 KB) With a OOP this can be right handle..(but poor me I dont use OOP Type of Programming)

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