It's the same reason the Tau still exist - if you could spontaneously mass the Imperial Navy into one formation and park it in the orbit of T'Au, the empire would be charcoal in a matter of months, but logistics and the myriad threats the imperium faces won't let you do that. The imperial navy will have hundreds or thousands of battleships. In a galaxy as big as this one, the Imperium needs more than just 'dozens' per sector imo.

Millions of guard would need hundreds of troop carrying vessels and a battlefleet to protect them while they make their way to the designated warzone. Dozens would be fine but think about how IG would be transported. I believe over the length of a million worlds, several hundred or so vessels can be supplied for a sector. You could have hundreds of ships and loose 5. The loss of a couple of ships is a defeat in many battles. Even more of them are just shows (as in, ships face off but never sufficiently damage or hurt each other to be a win). A lot of naval battles that I am aware of are between a few ships.

World of warships space battles forum