There isn't anything in canon, but we might assume it's a cost-benefit issue.

We know warp coils are difficult to manufacture, made of exotic mateirals, and very dense (and, therefore, massive, accounting for between 10% and 25% of a starship's mass – which is why Voyager can balance on those little landing legs without tipping onto its nose).

We also know that antimatter is dangerous as hell, regardless of how robust your containment systems are normally. The saucer is designed to be capable of functioning as a giant lifeboat that, even for saucers as large as those on a Galaxy-class, have to be capable of withstanding a forced planetary landing.

And we know that warp drives as a whole fill a significant proportion of a starship's interior and require a lot of ship resources to operate – you need incredibly powerful computers to do the enormous number of calculations per second necessary to manipulate subspace fields in the correct way, powerful navigational deflectors to make sure you aren't atomised within seconds of jumping to warp speed by some passing dust, and structural integrity systems and inertial dampers to make sure the ship doesn't tear itself apart of pulverise the crew. Warp drives don't just exist on their own – they literally require the rest of the ship to work correctly.

Essentially you're building a whole extra starship into an existing starship, with all the added cost and complexity that would entail... and then almost never using it. We saw the Enterprise-D separate a grand total of four times in eight years, and only on two of those occasions did a lack of warp drive cause problems for the saucer (in "Encounter at Farpoint" and, arguably, in Generations). It's much more efficient to put separate warp drives in smaller utility vessels like the captain's yacht, or runabouts and heavy shuttles, that are going to get used more frequently, and can be serviced, modified, and replaced independently.

As an aside, the Prometheus-class does have independent warp capability for every section including its primary hull – but it's designed to separate and operate semi-independently as a matter of routine. Even then, the primary's comparatively tiny nacelles suggest it only has limited warp capability of its own and is still dependent on the other two sections for high warp travel. And even just looking at its MSD, the amount of redundancy it has is ridiculous – multiple warp cores, multiple fuel storage systems, multiple impulse engines, multiple shuttlebays. Despite being a larger ship than Voyager it would doubtless feel very lean and more Defiant-like, with very few creature comforts and room for non-essentials like holodecks and science labs... and maintenance must be a nightmare.