That we don't see "coupling sleeves" on Medieval and Early Modern European pikes, nor on ancient Chinese or Qing pikes (or from times between those, either), nor on Japanese pikes means that "coupling sleeves" are not necessary, and the disadvantages outweigh the possible convenience of collapsing pikes for easier marching.

The better question to ask might be whether the Macedonian sarissa used a "coupling sleeve". While the tube from Vergina has been interpreted - by some, not by all - as a coupling sleeve, we have no evidence that it is actually a coupling sleeve.

For a good discussion of the sarissa and its parts, see Nicholas Victor Sekunda, "The Sarissa," Acta Universitatis Lodziensis, Folia Archaeologica 23, 13-41 (2001).

Christopher Matthew, An Invincible Beast, Pen and Sword Military (2005) gives the pro-connecting-tube argument. It can be briefly summarised as convenience in marching, and the possibility of using the point-half of a two-piece sarissa as a weapon by itself. To quote Matthew,

However, the logistical and tactical benefits of using a sarissa which came in two parts, and was then assembled for use in battle, suggest that this is the most viable interpretation for the configuration of the sarissa.

However, if this was truly the case, one must ask (as you did), why are later European pikes one-piece? (And Japanese and Chinese pikes, too.) Matthew's argument - that a two-piece pike is superior - is not supported by pikes for which we have surviving examples and more detailed information about construction.

What are the disadvantages of two-piece construction? It makes the pike heavier (I don't know the weight of the Vergina tube, but (a) replicas have been reported as weighing 200g, and (b) estimating from the thickness, diameter, and length gives about 360g), shifts the point of balance (centre of mass) forwards, and makes the pike weaker. It would also make the pike more expensive.