It is state law. Some states require every individual unit to have a price tag on it, not a shelf tag, for example. That sounds awesome for consumer protection but realize it means that Home Depot has to individually wrap and price individual screws.
Sure. If you only need one screw to fix something, then you only buy one.
They are sold in bulk from drawers so you can buy as much or as little as you want. (You put them in a bag and write the item number and quantity on it, and they charge you whatever you wrote.)
