That's because the reviewers - and users - have been conditioned to think that thinner and lighter is the ultimate feature, even if it means sacrificing a ton of other things. The less material in a device the less it costs to make, and the more fragile it tends to be, meaning more profit for the producer. It's all about the marketing - convincing the consumers in the direction the companies want, so they can extract more money from them.

For a good example of this look at the new "portless wonder" Macbook and all the controversy around it...

With smartphones, the fact that I've seen many people put theirs in huge thick cases - and some of those cases have batteries too - indicates that we've probably passed the point of optimal size already. Personally I find it hard to pick one up or hold it comfortably by the edges if it's below ~10mm in thickness.