#1 If it ain't broke, don't fix it
Breaking up the New Day would be one of the stupidest decisions that WWE could currently make, both creatively and business-wise. They are the perfect babyface group, always evolving much to the approval of the fans.
They work so well together, having tremendous chemistry together as a group. This current run with Kofi going after the WWE Championship has reassured us that the New Day is more than a tag team, they are brothers. Brothers who are there for each other.
Xavier Woods once said his goal in the WWE is to make sure that Kofi becomes a world champion. That goal is so close to happening, as WrestleMania is the place for it to all go down. New Day's rise has been one of the most organic things in modern day WWE, and they continue to be organic together.
A heel turn for one of them and a break-up would not be organic at all, as these three might never be able to top what they are doing together in the WWE. They are all defined by the New Day. They are all family, and you don't break up family.