Hi Debby,
Good question.
I'm not proud of the answer, but it is what it is: Those index pages by letter are more for Google than users.
We don't expect that many real human beings would be browsing them. A human being could jump to any surname they want by entering the last name in the surname search box at the top of pages.
The index pages are there to help make sure Google indexes our ancestors' names. If we lead Google's bot to surname pages that have only one name, it places relatively less importance on surname pages with many names.
Chris