Why doesn't it make sense to build a small sea colony? 

Because cities have superlinear benefits and sublinear costs. 

Think of it like a party: why not have a party with 2 people, just to prove you can host parties? 

Or why not have a really small online social network with just a few dozen people? It would be cozy! 

Your party for 2 people has only one possible conversation. A party for 50 people has many hundreds or thousands of different groups or interactions that could realistically happen. But the party for 50 people doesn't cost a thousand times more. Heck, it doesn't even cost 25 times more, because a room for 50 people is less than 50 times more expensive than a room for 1 person. 

Why do people keep asking for a 'small scale' sea colony/ice colony then? 

It's because they are frightened (rightfully!) that people building it won't actually execute well, or that the concept is fundamentally broken. The tech and execution must be proven, but we must be clear that new countries and new cities only work at large scale.