why are capillaries small and thin
(not 100% sure about this). =========================================================. Capillaries, rather, have to be thin otherwise gas exchange (oxygen from the lung's alveoli, and carbon dioxide from the capillaries), could not take place.Also, down-loading of nutrients and other necessary substances, etc., needs thin capillary walls as well.   Capillaries are one cell thin so that the red blood cells can easily exchange oxygen that they picked up in the lungs, with the bodies cells.