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 "should be able" leaves out the important question: who makes that possible for you and what risk are they taking. You can do it yourself, compile code yourself, etc.

You can also hope, but not demand, that someone else does that for you. But people offering such services have to make their own risk calculation. And that calculation changed a lot yesterday. 
 Yes I can compile code myself, run the transactions myself with other people I know, but the best way for Bitcoin to operate is where inputs can't be connected directly to outputs, and that's just how Bitcoin works. 

Surely a block could possibly be made one giant transaction with every input and output in one go?  
 Again, who coordinates this? Or do you have a protocol for decentralized coinjoin coordination for a full block? Not even JoinMarket can do that. 
 Cross signature input aggregation? https://hrf.org/hrfcisaresearchfellowship/ 
 Hope so, but my impression so far is that it's lots and lots of complexity, plus interactivity (with a coordinator?) for not that much savings. 
 Savings, shmavings. What about the privacy implications? 

Btw, enjoying bitcoin explained pod. Listened to the latest a few weeks ago and since then i've started listening from ep1 aka the NADO episodes 
 There are no privacy benefits to signature aggregation. The public keys are still visible on the chain.

It allows you to put slightly more transactions in a block, which may or may not actually make a difference for fees.

And thanks for listening!