Transformers work by transferring energy via magnetic flux from one side to the other.
Both sides are made up by inductors, the primary inductor creates a magnetic field,which is induced into the secondary inductor.
The inductance determines the ability to create magnetic flux (\$ \Phi \$) from a current and is proportional:
$$
L = { d\Phi \over di } \text{ and } d\Phi = L * di
$$
An inductor's inductance is determined by the number of turns (beside the area, or size):
$$
N = { µ N² A \over l } \text{ (simplified, reduced winding-area-length relation) }
$$
See Wikipedia on Inductance
A small transformer is usually desirable, so more turns is better than bigger size (simply put).
The inductance has to match the mains frequency. Otherwise the primary winding would either now allow enough electrical and thus magnetical current to flow (for higher frequencies) or is more like a short circuit (for lower frequencies). Both is not desirable.
Lower frequencies require higher inductance (=more turns or bigger cores). This is the reason why switching power supplies, utilizing higher frequencies in the hundrets of kHz - MHz range, use so small transformers while being able to transfer much more power compared to conventional transformers.
A quote from the Wikipedia article on transformers:
The EMF of a transformer at a given flux density increases with frequency.[16] By operating at higher frequencies, transformers can be physically more compact because a given core is able to transfer more power without reaching saturation and fewer turns are needed to achieve the same impedance.
(Emphasis mine.)
See Wikipedia on Effect of frequency on transformers
So,
- the power the transformer needs to transfer is determined by the current flowing through its coils
- the current the wire has to conduct determines the wire thickness (which plays into the size)
- the size of the coil and the number of turns determine the inductance
- the inductance at a certain frequency determines the ability to transfer energy
Conclusion: you'd need to make the transformer physically bigger to reduce the number of windings. When reducing the number of windings you lower the efficiency and increase the losses. And this is usually not desirable.