Did they remove the option to buy individual feats from the marketplace? I'm trying to just buy Magic Initiate feat and the only option that's popping up is to purchase the entire handbook.

They removed it several months ago. Your options now are to buy the whole book, use the homebrew tools to recreate it, or get access to it via content sharing.

No, as per the bajillion threads already on this, individual purchasing was removed as of April 30th. 

If you want the feat you have 3 options:

1. Buy the Player's Handbook 2014.
2. Be in a campaign that has Content Sharing enabled with somebody who has the feat.
3. Create a copy using homebrew if you know the feat details (do not share publicly: you don't need to in order to use it).

EDIT: Ninja'd by pocketmouse! 🤣