I assume what you are seeing is fragmentation by the underlying network protocols - like with a sniffer or something.
i.e., while MQTT might support giant packets, it can run fine over IP which has a 64k max datagram size, which in turn is sent over something like ethernet with another smaller packet size (like 1508 mtu). These other layers are abstract though (from MQTT's perspective) - the ethernet frames are reassembled into IP packets which are assembled into TCP streams which are reassembled into giant MQTT packets - all normally automatically and transparently to you.
Dan