It's kind of a JRPG curse. You're given all these characters, but you can only pick a limited number to take with you. The rest of them -- even if the remaining group is larger than your party -- travel separately to you. It's purely for a programming and gameplay reason, of course, but that's never the reason given.

In Final Fantasy VII, when you leave Midgar for the first time, Barret tells the party to split up because all of them travelling together would be too large a group and attract too much attention. Wat. No. That's a poor excuse. Only moments before, the player had to choose either Barret or Tifa to sit out of the battle with Hojo to protect the now rescued Aeris. Much better reasoning.

But generally, there aren't (real) reasons given for why party members have to be left behind. I think my favourite example of it being done well is in Final Fantasy VI when the non-party members are left behind in Narshe to defend it. After just suffering an attack and being in need of defence (and giving the other members time to plan with the Returners), this makes perfect sense.

Discuss your favourite and least favourite "reasons" for the party splitting up. Don't just limit it to FF games because it is an issue across the genre. Why can't we stroll around with the 108 party members in Suikoden? BECAUSE THEY'RE EVIL, LIMITING AND SOUL CRUSHING PROGRAMMERS.