How come 18650 Li-ion cells aren't meant to be sold loose?
"Not meant" is not completely meaningful as there is not a consistent international regulation to that effect.

However, an 18650 cell is potentially rather dangerous and use without an accompanying  protection circuit module is extremely unwise. The norm is to either have one protection module per cell or to use a multi-cell module which connects to all cells in a pack directly. While it is notionally possible to connect multiple cells in series and to "protect" the combination the notion is not a good one. LiIon cells tend to best live long and prosper when the individual cells can be individually managed. 

Vcell too high, cell dies, maybe with flame or just degrades.
Vcell somewhat low, life reduces.
Vcell very low - will not recover and attempts at charging may cause flame.
I discharge too too high and flame will happen.
I charge too high and damage will happen BUT most protection cctc do not prevent this.

Selling unprotected cells to unqualifed buyers is a bad idea.
Selling protected cells to unqualified buyers may be a bad idea -  destruction of cells and equipment is still "easy enough".
An 18650 cell is rated at perhaps 10C or about 25A and probably capable of 50-100A in short bursts (possibly VERY short &amp; just before flame) depending on model and maker.
A 4S 18650 stack is an awesomely capable beast - maybe a kW+ burst output capable.