Because little cucumbers have bumps (from the prickles mentioned above). Larger cucumbers also have bumps, but, since there's more surface area on a larger cucumber, the bumps are easier to clean off because they take up a smaller percentage of the overall area of the cucumber.

Because otherwise they'd be so slippery you'd never get them out of the jar ;)

Bumps are where the thorns grow. Of course, stores typically powerwash them off. But, my market has them...and they are tiny little stings when you pick them up. ;)