Textures are files. Wth are you talking about, have the game run from winrar?
You really have no idea what you are talking about, do you? There are archives optimized for game asset storage. But even then, yes, there are actually games which do this. Whole of Quake and Doom series (older versions anyway) used zip archives. Source engine also stores its assets in archive. Pretty much every major engine supports one form or another of asset packaging with or without compression. No one saves PNGs and WAVs anymore.
Yea you mean archives, another one of the industry norms? Wouldn’t necessarily call them compressions as the size difference is sometimes insignificant, but I seem to be missing your entire point, what is it? What are game devs doing wrong?
Lack of compression. Hence huge game sizes. Lack of optimization as well.