It's definitely not required but people tend to dedicate a whole workout to the larger muscle groups for the sake of structure and focus.

Your legs have many large muscles so they require a lot of work and a variety of excersise. Combining these excises into a single workout helps ensure you target all of those muscles.

It also allows you to do compound excersise like squats followed up immediately by targeted excersise of individual muscles which I personally think is more efficient than doing them on different days.