A different sprite is used because it keeps the same shape and size no matter what animation you are doing which makes things much easier. Having a different shaped/sized collision box for each frame of your characters animation can cause all kinds of issues.
For example when you run into an object if the collision box changes shape because of your animation then you might suddenly find your character overlapping or stuck inside of or on another sprite. Using a rectangular collision box that does not change shape makes it much easier to have predictable outcomes to various scenarios.
For example when running or jumping if the characters arms or legs move, then the collision box for them would move also increasing the chance that they get stuck in another object when you collide with it.