I've often wondered why there isn't a dependency system for TeX that lets you get only the packages you need... feed it a document and tell it to automatically download and install any missing packages.

There may be some technical reason why this isn't practical. Anyone know, offhand?

Totally practical and supported. See MikTeX: https://miktex.org/kb/just-enough-tex

But the reason I don't use it is because I don't always have Internet when I need to write my document. I'd rather download all the packages and their documentation beforehand.

When stuck on a plane without wifi the only thing I could find on my computer to read were the Tex manuals. Good stuff.

MikTeX also supports downloading individual packages, though I wish there was an option to download, say, the most commonly used 1GB or something.

There is a TeX distribution that does what you say, TinyTeX. For some reason it is obscure and only really used by R and R Studio users. That may be because it is used to render R Markdown documents to pdf.