Honestly, I've seen that more often in higher end sushi (i.e. sit-down restaurant) than in the cheap kind (i.e. grocery store takeout). Or perhaps it's a bell curve, where the center consists of "this is expensive enough already, let's not waste food by throwing parts of it away".

I think ultimately, it really comes down to presentation. Cutting the roll after frying it exposes the center, which makes it look colorful and appetizing. If you battered and fried the pieces individually, they'd simply be brown on all sides and look like oversized pickle chips. It basically makes every piece into a (double) end piece.