It would remove all flexibility in capacity between different towns, and require most people to move to a different carriage at least once after boarding — which is especially inconvenient with bags. Even if you couple the carriages at high speed, how do you connect the doors between them sufficiently safely to allow people to move along the train?

The coupling of modern high-speed trains is also a significant part of their crash safety. Keeping the train connected if it derails means there's less chance of a loose vehicle punching through another. (See how e.g. [1] has most of the vehicles pretty much intact.)

I think in most cases, running an express train followed by a stopping train is good enough.

[1] https://assets.publishing.service.gov.uk/media/547c9037ed915...