Most larger skating events do sell single session tickets. Grand Prix events sometimes have two events in one session or occasionally day tickets (the GP in France used to have one ticket for the full day of short programs), but there are fewer competitors in each event.
Montreal this year is unusual - I don’t even remember this being the case in 2020, but could be wrong. Not sure why they chose to go this route. As someone who wasn’t planning to see everything, I would’ve liked the option for single event tickets as well, and agree it’s not very friendly for casual fans. (Even as a not so casual fan, I find it hard to sit through that many skaters for many hours on end.)