Splitting codes into multiple files has the advantage of making it easier for yourself to find what you need, and if a bug occurs in say, unit page for pedia, you know you won't need to analyse the data in building screen.
Also, for screen interface codes with handling input effects, you can be sure clicking a button in unit screen will not trigger a code in building screen.
That is why the pedia is split across 10+ files and I did my WB in similar way, while you noticed the BTS WB is just one file and another for diplomacy.
However, sometimes it can be counterproductive if you have alot of components in a same section.
In my gigapack with 200+python wonders, it makes more sense to code everything in just the event manager file, rather than split across 200 files.
This way, I don't need to open 5 files just to know what is the end result when a unit is built.