While I enjoyed seeing the occasional short in front of a movie in the classic episodes, I understand why they’re now separate.
I think it’s important to consider how the shorts were originally deployed and what their purpose was: as filler for when the movie ran short. This could’ve been either because the movie itself was shot (The Corpse Vanishes is 64 minutes unedited), or they had to edit the film down in some way to work in the show, either for content (see Sidehackers) or just pacing concerns. I think also they often started with a syndication edit of a film that may have already been cut down, so further editing likely meant they’d come up short in runtime. However, even during the classic era, the use of shorts dimished over time. After the switch to Sci-Fi, they didn’t include a short at all in season 8, only twice in season 9, and once in season 10. And of course, they weren’t used at all in the Netflix seasons.
I think nowadays they’re most often starting with the full cut of a film, so it’s very unlikely they’ll come up short on an episode runtime. In fact, they still edited down at least Reptilicus for the Netflix episode. If they do come up short, they’re probably more likely to use a longer host segment to get the runtime up. So they’re not really needed as filler for a full episode anymore.
Rights issues could also be a factor. I’m sure Shout Factory didn’t appreciate having to get licensing for not just the main feature, but also a short, to get a particular episode released. It looks like Rhino avoided all the episodes with the “Radar Men from the Moon” shorts included. Keeping the features and shorts separate means that if there’s ever a rights issue with one, it doesn’t affect the other.
Also, I think audience expectations are different, and the difference in delivery method allows for more variability. Back when the show was on the air, the show was in 2 hour blocks, and the only way to do a short was to squeeze it into a standard episode. Likewise, as fans we were often just sitting down at a particular day/time to watch 2 hours of MST3K, with no choice whether it’d be a new episode or rerun. Nowadays people can watch on demand whatever episode they want, when they want, so can be choosier about content, and if they’re going to sit down to watch a particular movie riffed, they likely want to jump straight into that film getting riffed, not sit through an unrelated short beforehand (although, of course, fast forward exists).
Additionally, separating the shorts also adds visibility to them. Now, if I want to watch a particular short, I don’t have to recall the particular feature film is was attached to, or feel bad about bailing on the rest of the episode. It also maybe switches up expectations when someone is sitting down debating what to watch. Maybe they have just 15-20 minutes, and wouldn’t consider watching just part of a full episode, but having the shorts available separately means they’ll opt to watch one of those.
Let’s note that Rifftrax also keeps shorts and features as separate releases, excepting for their live shows. They’re likely using a number of the reasons above for their decision.
Finally, in the specific context of the Gizmoplex, it makes sense they’d have the shorts separate. Keep in mind it’s largely a subscription service as an ongoing concern, and they want people subscribed year-round to help fund new productions. At the moment, they can premiere the features and shorts separate, meaning subscribers are getting new content every 2 weeks. If they paired the new shorts with the new features, it’d mean that either there’d only be totally new content once every 4 weeks, which may cause people to question the monthly value they’re getting, or they’d run both a new short and new feature every 2 weeks, putting additional production burden on them, and meaning they’d run out of new content in half the time, about 6 months, meaning many people would unsubscribe for half the year until a new season started. The rewatches also wouldn’t be as compelling, since there’d only be the new bumpers and any post-show discussion. Right now, it’s “come for the new short, stay for the classic episode,” which is more interesting.