I think the cheese slices that are not placed in these individual plastic sheets tastes better. Why do they do this?
Convenience is an important feature of their brand.
Kraft makes two different kinds of cheese slices - actual real cheese (not wrapped) and fake cheese (wrapped). The fake ones have to be wrapped to keep their shape during packaging and travel to the supermarkets, as it is basically just milk and a bunch of chemicals, so they have to be kept together to stay in the square shape. The other ones taste better because they are real cheese (or at least partially real cheese).
Because they can charge more for the individually wrapped slices.