Have you ever seen individually-wrapped jelly beans before? What a hassle! You might think this is a scheme to give away tiny little candies in tiny little bunches at Halloween, but this is sugar-free candy. Redditor BetterDayz4me ordered Jelly Bellies and was so surprised by the wrapping that he took a picture. And wouldn't you know it, got a couple of very good explanations in no time at all. Chubbysumo said,
actually, its probably because to be truly sugar free, they cannot use the corn starch powder that they usually toss in with them to stop them from sticking together, so, if they don't wrap them like that, they stick horribly.
And many others said it was to keep you from eating too many at once. There's a reason for this, as mrbooze explained,
This is important for people that somehow don't know it. Sugar-free candies meant for diabetics and such often use sorbitol/malitol/some-other-sugar-alcohol, which can be a powerful laxative if one consumes a large enough amount of it.
Edit: Apparently one of the sugar alcohols, erythritol, does not have the strong laxative effect of the others. On the other hand, eating too much at once can cause nausea and borborygmi, which is fun to say.
So whether you are diabetic or not, don't eat too many sugar-free candies at one time! Link