There’s a fine difference between a) splitting a big feature in parts that interact with each other via well defined interfaces, and b) splitting a big feature in parts that are suitable for PRs
You can split a big feature in N MRs and that doesn’t necessarily mean the N MRs are easier to understand (and so to review) than a single big MR. Taking into account the skills of the average software engineer, I prefer to review a single big MR than N different and not very well connected MRs (the classic example is that MR number N looks good and innocent, but then MR number N+1 looks awful… but since MR number N was already approved and merged the incentives are not there to redo the work)