There's numerous thought exercises I like to run people through for this topic and this is my favorite: Did ancient generals not care about casualties when they made people walk into spears and just prod at each other in a neat line? No; of course not. For the same reasons Spartans lined up with interlocking shields and spears in depth people lined up with bayonets and muskets; mutual support, unit cohesion, overwhelming local firepower. Considering this; is linear tactics any more "dumb" than 15th, 16th, and early 17th century warfare which was centered around pikemen ramming into each other? Or hoplites in Ancient Greece? Do people go "oh those idiot Greeks with their phalanx, they are just making themselves easy targets for slings and bows!" No. Literally zero people would say that because it's obvious that the benefits of packing together (increased ability for officers to control and coordinate their men because no radio, ability to act as a cohesive unit against cavalry, able to match the enemy as a unit thus increasing morale and 'firepower') outweighed the negatives of spreading apart (easier to hit with various forms of artillery and ranged weaponry).

The thing people kind of gloss over, which is the biggest point in my mind, is bayonet charges. I made a diagram a while ago for a similar topic; seen here. Just think of it logically: If you're more spread out yes you are less prone to taking hits but it doesn't matter because shooting was not the primary decisive actor in this period. The bayonet was. With exceptions, notably the British who had exceptionally defensive tactics, generally infantry would fire while advancing or by rank and then charge. And you can see from the picture basic math: Skirmishers are always outnumbered by those in dense lines and columns and will always lose a direct firefight and a bayonet charge for that reason alone. And contrary to popular mythos, it's not about massing to "kill more" because, frankly, 100 people shooting are still 100 people shooting -- they'll get roughly the same amount of hits. However the difference is between effects on morale. Think more like this -- would you be more terrified of men being picked off 1 or 2 at a time every once in a while while they cowered behind cover or would you be more terrified at 30 men dropping at once all around you plus the sound of 200 muskets going off simultaneously (they were loud) and then hearing the shouting of those 200 men screaming on the top of their lungs as they charged at you, bayonets extended?

Skirmishers have their use, certainly, and by the 1720's most of Europe began to experiment with them and by the 1750's/1760's they were used extensively. Certainly by the Napoleonic Wars their use was widespread and integral to the military establishment. So yes, people found a use and did use groups of highly trained marksmen who used cover. However they were still incredibly vulnerable to cavalry and enemy line infantry in a direct fight and thus always had to be ready to flee and hide behind their own line infantry in a pinch.

There's also some social reasons. Johann Ewald spells it out quite succinctly in his Treatise on Partisan Warfare:

"The permanent military establishment proved an expensive but indispensable component of absolutist rule. In domestic policies it served as a means to bind the nobility to the state. . .In foreign policy it formed a readily available instrument for power politics. . .It's ranked and file, however, lacked a feeling of loyalty to the state or dynasty. Levied from among the lowest social classes, forced into military service. . .the standing armies of Europe. . .were held together by brutal force and blind drill. Too great of an investment to be risked lightly in battle and liable to desert at any moment, they were most efficient in a pitched battle over open ground, where superior drill, volume of fire, and sheer numbers decided the outcome of battles. Any kind of individual action was almost impossible with such. . .troops."

The fact of the matter is, when most of your manpower are people forced to be there they are not exactly the highly motivated, highly trained, reliable, self sufficient individuals that are required to perform these forms of low level operations.

I'm not sure if you are already aware of this, but since you specified "Europeans" in your post - keep in mind, linear tactics were NOT solely European in nature. The concept of Washington's rebellious army of skirmishers is purely a dramatic one - either to make them seem like underdogs, too weak to stand up in a straight fight but morally superior and victorious regardless, or sometimes, in more recent times in which the tactical nature of muskets are less known, to portray the British army as incompetent. Variations on the concept developed everywhere you could find gunpowder weaponry employed by large states.

To reinforce and to summarize somewhat more briefly what elos_ has described: muskets are inaccurate and have a relatively slow rate of fire. This is the primary fact that helps to determine infantry tactics of the day. If you line your men up, shoulder-to-shoulder, you maximize the firepower at their disposal. A looser formation of skirmishers will simply not be able to stand up to them - the denser formation will fire more rapidly, and no god will help the skirmisher should things come down to a bayonet charge. Certainly, skirmishers cannot stand up to a more densely-packed advancing force - which is an obvious disadvantage if you are on the defensive. Likewise, less firepower means that trying to take ground against such a formation is rather difficult.

Keep in mind, also, the presence of cavalry - save in the most difficult of terrain, they are supremely vulnerable to a charge of cavalry armed with either pistols, lances or swords. This is particularly true if the skirmisher has a rifle - muzzleloading rifles are much slower to reload than smoothbores.

The lines being thin, specifically, is partly because that makes it easier for all the soldiers to fire at the enemy, and partly because thicker lines, while more resistant to cavalry charges, are more vulnerable to cannon fire.

Linear formations also help to maximize flexibility in a time when drums, horns, couriers and shouting really loudly was the best way to communicate. This is why a large part of why men marched in columns - the formation could easily swing about in an organized fashion and form a line or a square (the other reason being, of course, that a column is easy to lead, since the men further back follow the ones in front; therefore officers can focus on that front, controlling the pace and direction of the march).

Now, skirmishers were certainly not worthless. But they had a specialized role, and were used appropriately by most professional linear armies. Much like how not every soldier today is a sniper, not every soldier back then could be a skirmisher.

edit: This is somewhat belated, and I don't imagine most people who've read this thread will see it, but it's also worth noting the absolutely huge amount of smoke produced by ancient firearms. It is simply not possible, except under unusual circumstances, to fire a shot without giving away your position. Which rather exacerbates the issues faced by skirmishers of the day, as they cannot rely on stealth for any extended engagement.