Output Transformers, why are they made like this?

[ppppenguin]

Output transformer design is a whole load of compromises. Cost and size at the lower end, performance at the high end. Avoiding saturation in single ended designs adds another set of compromises. Not sure where order of windings fits in that. At the extremes, top quality output transformers can have complex physical arrangements of windings to optimise performance.

Side by side windings on mains transformers are mainly for safety AFAIK. The split bobbin gives really good interwinding insulation for Class 2 equipment.