I think there's a lot of reasons to build in phases. They may not be able to pay for the whole thing right now, they may not think they could manage the logistics of building the larger structure (the footprint of Phase 2 might need to be staging for Phase 1 to keep the apron functional), etc.
As to your more general point, basically every project Massport has pursued in the last 15 years has been about connecting terminals past security. C/E was a connector, as was the C consolidated checkpoint, as are the United gates. The American B project links that whole side together in anticipation of A/B later. B/C is next up once the American B project is done. That creates complete connectivity past security end-to-end, albeit with a hike.
Also, which terminals aren't connected by skybridges through central parking? I think they all are. A-to-E has a climate-controlled hallway because B/C and C/E had indoor hallways integrated into the building, so only A/B (which doesn't have many use cases) is left for indoor links.
Massport has a clear plan and they're doing a good job of making incremental progress, IMO. I'd prefer a long-term vision of a single terminal, but they don't have the $5 billion to throw at it like New York does.