Output Transformers, why are they made like this?

[Kalee20]

Maybe it is better coupling? I know that some small mains transformers have their windings side by side. It would make for an easier build but I have wondered about their efficiency.

The coupling would be the same, whichever went on first (primary or secondary).

But side-by-side does give inferior coupling to one on top of the other (at least, it does with the thicknesses of inter-winding insulation usually employed).

Efficiency? In terms of energy efficiency, side-by-side doesn't increase energy losses. It does hurt regulation, owing to the greater leakage inductance, but this manifests itself as a drop in power taken by the primary from its supply.