Actually, they are connected to each other. The purpose of the thing in photo 4 is to maintain the desired mechanical spacing between the lines, not to insulate.
The reason for 3 lines together is for higher current capacity and to decrease corona losses.
You could make the cable thicker to get higher current capacity, but due to the skin effect you get returns relative to the square root of the amount of metal used, not linear with the amount of metal. Thick cables are also difficult to handle. Three smaller cables have less skin effect relative to the amount of metal used.
The other reason is to avoid high electric field strength in the air. Think of a single thin cable at high voltage. The electric field strength immediately around the cable would be very high. This goes down with the diameter of the cable. The three cables held at the right mechanical separation (hence the spacer in photo 4) look like one very thick cable to the outside for electric field purpose. The reason to keep the electric field down is that the air will break down at some field strength. This causes it to conduct a little and ionize, which takes energy, which is a loss from the point of view of trying to transmit energy from one place to another. Sometimes you can hear power lines crackle, especially at high humidity. That is due to a little bit of this happening. Some losses are acceptable since they cost less overall than a more expensive structure to avoid them. Electric companies juggle these tradeoffs very carefully since there is a lot of money at stake.