Why are capillaries so thin?

Hint: Blood vessels which carry deoxygenated blood from other parts of the body to the heart are called veins. Veins carry carbon dioxide in the blood except for the pulmonary vein that carries oxygenated blood from the lungs to the heart. Arteries carry oxygen-rich blood into the heart and lungs and other body parts while veins carry deoxygenated blood from other parts of the body.

Complete answer:
As blood consists of red blood cells more than white blood cells. It also contains a pigment red color which comes from an ionic gradient present in blood called Hemoglobin. Hemoglobin is a water soluble or hydrophilic compound which is present on the surface of red blood cells.
As blood flows inside closed, slender and tubular structures called capillaries. Capillaries of two types veins and arteries. Capillaries are small and can allow cells to flow through time. Capillary walls are thin walled, small and allow water, oxygen and carbon-dioxide.
Other nutrients and waste substances can be between blood cells and surrounding tissue. Furthermore, during inhalation oxygen can diffuse into the blood. Likewise, carbon dioxide is in blood vessels in the alveoli where the thin walls put air into the lungs.
Capillaries are essential for the delivery of oxygen and interstitial fluid surrounding the cells. As a result, gases such as oxygen and carbon-dioxide can diffuse through the wall.

Note:
As we discussed, capillaries are thin and blood passes through them. Its main function is to carry out the defense mechanism of our body. It provides immunity to the body as it contains- neutrophils, basophils, monocytes. It acts as a protective barrier against the invaders which try to enter into our system. These cells are large in number found in the white blood cells.