That's a pretty good question, so I looked things up a little. Casting, especially on pieces this big, is difficult. It has problems with chemical segregation due to temperature gradients in the material, as well as porosity from the differential shrinkage due to the same temperature gradients [1,2]. From [2] "Consolidation of porosity formed in the ingot during solidification and homogenization is the major aim of the initial stage of forging. After that, the material is forged to form the shape of the desired products." The porosity and chemical segregation if I remember correctly, is very bad in nuclear applications, where bubbling and embrittlement would only be accelerated in non-homogenous materials. They are usually 1 piece to minimize welds, and this is just a feeling, but I think replacing the pressure vessel is pretty much currently the same as buying a new reactor [4]. These are very radioactive 1000 ton pieces of solid metal that you need to move and dispose of. Interesting question though, and I'd want to look into it more later.
You are absolutely right, casting large objects with homogeneous composition and mechanical properties is very difficult practically. Slightly off topic, but the turbine blades used in the aircraft/marine/power engines are grown from single crystal for similar reasons.
[1] https://inis.iaea.org/collection/NCLCollectionStore/_Public/... (pdf, p. 11)
[2] https://www.sciencedirect.com/science/article/pii/B978184569... (can send a pdf if interested)
[3] https://www.reddit.com/r/pics/comments/3mzltj/a_nuclear_reac...
[4] https://www.neimagazine.com/opinion/opinionreplace-the-rpv/