That's obviously not what the parent comment is talking about, since they're holding it in contrast to index funds. They're talking about directly holding the securities involved.

Roboadvisors do actually offer this if you have enough money. The only advantage AFAIK is being able to tax loss harvest the greater volatility from individual securities.

Fractional shares are synthetic, so you can't vote them. At that point the way to do it is to have an index fund with bylaws that it votes shares as the members want.