Several things that KSP does not model:
The challenges of actually docking two things mechanically together without a handy human such that the plumbing works (leaks have a tendency to go bang)
The extra instrumentation required to dock with enough reliability to not risk the mission (need duplicate equipment). Notably for the ISS many craft just take proximate position and a human uses the arm to actually do the final connection, making a much simpler design but requiring on orbit assistance.
The challenges of getting fuel from one tank to another in zero G
Stock KSP uses magic 'fuel' and 'oxidizer' that has infinite shelf life and good performance, Deep space missions normally use Hydrazine related compounds for good storage, high performance launchers generally cryogenics. You cannot top off one from the other.
Default KSP launches from the equator into a 0 inclination orbit, normally targeting low inclination targets. For real world launch sites and targets almost certainly launching the tanker will require some degree of inclination change to rendezvous, costing extra fuel.
KSP does not model the setup costs per launch (tracking, range safety, fire crews etc) that make launching two rockets more expensive than one larger rocket. KSP launches can also get onto the pad instantly and never have technical problems, weather or stray fishing boats causing launches to be scrubbed, all of which can add costs/complexity to a 'launch twice' mission.
KSP mechanical parts (antenna and solar panels) are 100% reliable and very light, real world physics start to matter if your first launch has to first deploy equipment to operate, then stow it again one or more times for refueling.
So in orbit assembly will always come with a weight penalty, and so far for all interplanetary missions it has seemed better to fly in a single stack and use that weight for other things. It could be technically claimed that Apollo did in orbit assembly (but not fueling), the various space stations are assembled and refueled in orbit, and the space shuttle program did several missions involving rendezvous with existing vehicles for various reasons
Things that potentially change the above:
If you have fuel/consumables coming from somewhere other than Earth to fuel an earth launched mission.
If you have a suitably situated manned space station with spare parts and assistance for docking. ISS is highly inclined to any likely moon or Mars departure trajectory.
If the docking vehicles are physically massive (required cameras/radars/docking hardware etc make up a lower % for a 100 ton mars mission than a 100kg satellite).