Early hi-fi amplifiers had very sensitive inputs for record players and other inputs, tape, tuner etc matched the low interconnect voltage of the day. They also had big transformers, often quite crude devices, whose magnetic fields caused hum and other noise in sensitive input circuitry.
In addition to their control functionality, they took care of the first stages of amplification, outputing typically 1 to 1.5 volts to drive the power amplifier, less than most modern CD players.
In the US, the main forces driving amplifier design was the requirements of the cinema, multiple power amplifiers were required diven by a line distribution system. This was often transformer coupled so the standard sensitivity became 1 milliwatt, which is 1.23 volts into 600 ohms.
Thus when home hi-fi took off in the 1950s, the power amplifier designs already existed and were plentiful, so what was required was a pre-amp to adapt to the need of the home user and drive them. This set the standard in the US but the UK, without the benefit of the huge US pro market, typically used a lower voltage between pre and power.
When you factor in the size and weight of these components, it is easy to see why separate boxes were used. Even in the uk. it was routine right through the 80s for pre-power combinations to dominate the top of the range, good quality pre-amps, often with ultra high sensitivity moving coil phono inputs would have small, often external power supplies to keep these delicate circuits well clear of the massive, noise generating supplies in the power amps.
In the modern era with phono stages rare and often outboard anyway, there is little or no need for separate pre-amps, the gain isn't needed and the funtionality can be built in to the power amp and the cost saving is substantial. A few manufacturers maintan the multi-box approach but these days this is mainly tradition and marketing, the most popular and desirable hi-end amplifier today is an integrated design.