~DMNY

A few may think writing short stories (of any sorts) tends to be just a boring process compared to novel(la) writing and composition. Let's get it straight, most would be right: The characters created would be just entangled and living within but a few pages of a project and be forgotten as soon as the reader would turn the page to another story.
What about spanning it all? Much like SinCity (Graphical example), all the characters live in the same world, may even interact to one degree or another with each other? Each of these short stories are linked and THAT is a beautiful thing. Let's take it even further. What about characters that are aware of each other's reputation or names, might deal with one another (or not), might even live those same experiences/events? Sounds great? Sure...What about reading different perspectives from different characters touched from one series of events leading to the finale of a story? Sounds appealing? I think so too...
And there is my question.
Why is it not done? Why is it that readers taking a novel think the manuscript had to be centered into just a couple of characters or story? What about if someone would bring you a story where the interaction between characters jumps over and telling their own views on events/other characters while moving along their lives?
My project is this.
A series of short stories following a series of events but seen and lived by different characters in their own ways. The reader will need to follow on, since all the characters will eventually pop up in another story. Most of these short stories will be linked (to a character/event/location) to a previous one, broadening the span of short storytelling while keeping an edge on the definition of novel(la).