They did try chunky trades. They made all of one volume before abandoning the line. Without having any access to actual data, my best guess is that Books of Magic doesn't have enough interest to support a full trade run, but that Books of Magic fans and Omnibus collectors combined is enough to support an Omni line. Either that of the Sandman branding really does have a good amount of juice. (The chunky trade didn't have the "Sandman Universe" trade dress).