We’ve played with this before, but being able to select those Elements per page like that adds a layer of complication.
Using the Display Rules allows you to see exactly where each Element is in use, all within one area. It also allows you to add/remove display rules without much effort.
Having them selected on individual pages causes confusion, as all of a sudden the Display Rules wouldn’t work if an Element (mostly headers) already occupied the spot you’re trying to set. It also makes it much harder to remember where each Element has been added.
A page can also have multiple Layouts added to it, which would complicate matters even more if they were set on the actual page.
It’s not something we’ve completely closed the book on, but that’s where we’re at for the moment.