Two technical reasons, maybe three. Reception range; ability to "scramble" the signal; and battery life. The miniature units have a definite range limitation.
Security - You can get shielded thin or flat wire.
Battery - You could easily make a flat flexible battery pack and conceal it in a much better location. Put it inside her jacket front, NOT in the back where bending would reveal it.
I don't know. Maybe I'm making too big a deal, but it looks like they got the equipment from "Joe's Spy Shop" for $99.99.