Sure, since you can view the list of stocks & weights of a smallcase, you can buy the individual stocks on the AxisDirect trading platform.
Other than the time taken to punch in 15-20 individual trades to buy it, the added convenience of managing a basket of stocks as a portfolio is only available when you invest in smallcases.
For example, if you have to rebalance the weighting scheme of your smallcase, you will have to calculate what's the allocation required and buy/sell some stocks individually through the trading platform.
Also, each smallcase is reviewed every quarter and a rebalance update is sent out based on the changes that are made. You miss out on that if you buy smallcases stocks elsewhere.