Seems like a logical course of action
Are you asking why Islands of the Lesser Antilles haven't all banded together in a political union? Because I have no idea about that, sorry :/
But the way I read it, it looks like you're asking if pairs of small, neighboring islands are politically united, and they are!
[Antigua & Barbuda] (http://en.m.wikipedia.org/wiki/Antigua_and_Barbuda)
[Republic of Trinidad and Tobago] (http://en.m.wikipedia.org/wiki/Trinidad_and_Tobago)
Yes; at least twice. First, as the over-ambitious and short-lived West Indies Federation, and then as the limited-scope CARICOM, which evolved out of the free trade agreement CARIFTA (essentially adding foreign policy understandings, a common passport, a customs union and easier movement). It resembles the gradual evolution of EU out of the EC, with blocks such as the Eastern Caribbean States having integrated faster.
Note that CARICOM continues to lack real agreement on foreign policy. For example, on the recent UNGA vote condemning the Crimean referendum, Guyana, St Lucia, St Vincent and Antigua abstained, whereas Barbados, The Bahamas, Trinidad and Tobago and Haiti voted for it. In the OAS vote on that guy stuck in the Ecuadorean embassy in London, there was a similar split; it appears to follow an influence tug-of-war between Venezuela's Petrocaribe and the US' Caribbean Basin Initiative.
To some extent there is a cultural union between the various Anglophone Caribbean nations, as they all compete together as the the West Indies in cricket. However, this doesn't really extend to economies or politics.
Define "unite".
The West Indies Federation was a thing in the 60's and was followed by The Caribbean Free Trade Association which was then followed by the Caribbean Community (CARICOM). The Caribbean Single Market and Economy is the latest movement along similar lines.