The ground underneath concrete tends to shift and move depending on the weather.
Having separate tiles allows them to move, expanding and contracting. Without that the tiles would crack and break very quickly resulting in an uneven and dangerous surface.
If a tile breaks it can also be replaced without needing to replace the entire side walk.
Roads suffer from this as well, but the underlay is better prepared so that this effect isn’t as bad. They don’t often do that for sidewalks because it costs a lot more.
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