The bits are small and they need to be very hard to not yield and strip out. If the entire socket is as hard as the bit, it would shatter when used with an impact gun. So the one piece models are usually softer than the two piece, and not great to use (except when new and crisp).
It is possible to differentially harden a tool, making one portion harder than another. But this is complicated and can be expensive. Snap On differentially hardens their diagonals so that the cutting edges are harder than the rest of the tool. So it can be done.
It is possible to differentially harden a tool, making one portion harder than another. But this is complicated and can be expensive. Snap On differentially hardens their diagonals so that the cutting edges are harder than the rest of the tool. So it can be done.