Longer plays (longer stories) are divided, but not all. Here's info on one-act plays:
https://www.google.com/search?q=one-act+plays&oq=one-act+plays&aqs=chrome..69i57.4574j0j7&sourceid=chrome&ie=UTF-8
To find the answer to your particular question, you have to go back into literary history -- Roman times, to be specific:
https://www.google.com/search?q=why+divide+plays+into+acts+scenes&oq=why+divide+plays+into+acts+scenes&aqs=chrome..69i57j69i60.7231j0j9&sourceid=chrome&ie=UTF-8
Why are plays divided into acts and scenes?
2 answers
D- to organize the plot of the play
You have to have a break to organize
You have to have a break to organize