Basically to stop ly-score-instruments.ly from getting too big and unwieldy, especially where there are a distinct family like the saxes.  The separate files could brought in by \include in ly-score-instruments.ly, or allow the user to do this.
We may be able to have other ones like ly-score-brass-band-instruments.ly (treble-clef euphoniums - "baritones" in B♭ and treble-clef tubas etc. etc.) or ly-score-ancient-instruments.ly (ophicleides, sackbuts, serpents, racketts etc). 
 
However, if you reckon it's better to have them all in one file, I'm fairly agnostic about it,