Because if they split up they would be easily overwhelmed from a concentrated charge from the other side and split apart and sent running, especially if they had any horsemen. And during a rout is when the majority of casualties would happen.

Also being in formation helps stop people from running. If all your guys are spread out in the woods, more than a few might take that chance to 'disappear' from the battle if not from the entire military. It is a lot harder to do that in a tight formation and you would easily get called out, or even potentially shot in the back, for deserting.