Right, so it's more based on "what feels right"? (I don't mean that in a bad way - sorry - am genuinely curious.) Note that you can import files in JS too. If you want to turn it into n files, then there's webpack's code splitting, which makes even more sense here.
More that I don't have to force everything into a single file. I think it's more flexible that way. Let's say one day I work static files into my build process I could chuck them into the same folder where they're relevant to the component.