The reason they do it like that is because the multi-dose vials can be drawn up in increments so they can be used for children down to the age of 3; children under the age of 3 needs smaller volumes, so they have manufactured single-dose needles specifically for them.

As for being disgusting, do you mean as in the risk of the vial becoming contaminated? As long as the vials are treated appropriately (swabbed before and after use, only ever pierced with sterile needles, and stored in a refrigerator between uses) then the risk of contamination is minimal.