If you depend on Lodash, you depend on Lodash. You have 1 point of failure.
If you depend on 2,000 tiny individual modules, each from different authors, you depend on 2,000 tiny individual modules. You have 2,000 different points of failure. Any one of those authors going rogue will break your build or compromise your system, and every one of those tiny modules has a lot less attention and care paid to it than a larger library like Lodash.