It has already been shown that a parameter-free form of ZFC is as strong as ZFC with parameters (hence it is not necessary to have a separate axiom for every list of parameters). Even so, comprehension remains an axiom schema because $\forall\varphi.\forall X.\exists Y.\forall y.y\in Y\iff(y\in X\land \varphi(y))$ cannot be a first-order formula if $\varphi$ is a predicate.
But then, I'm told that ZFC is single-sorted and that the only terms are sets. Furthermore, predicates can be represented as sets by way of $\varphi(x)\iff x\in S_\varphi$, where, naturally $S_\varphi=\{x:\varphi(x)\}$; and this is done specifically to avoid introducing new sorts (or types) to set theory.
That being the case, why bother with the axiom schema at all?
Why not have the single axiom $\forall P.\forall X.\exists Y.\forall y.y\in Y\iff (y\in X\land y\in P)$?
The same thing can be done with replacement.
Edit:
To clarify, my thinking goes something like this:
Technically, $\{x:\varphi(x)\}$ is, in general, a class but not a set. That being said, if $X$ is a set and $S_\varphi$ is a class, and $z\in Z\iff z\in X\land z\in S_\varphi$, then $Z$ is also a set. ZFC is single-sorted, so the distinction between set and class is not explicit. In fact, the only way to formally prove the statement "$X$ is/is not a set" is to introduce additional sorts to ZFC.
If you extend ZFC by classes (obtaining a two-sorted theory), then the axiom above can be "translated" to:
$$\forall P^\mathbf{class}.\forall X^\mathbf{set}.\exists Y^\mathbf{set}.\forall y^\mathbf{set}.y\in Y\iff(y\in X\land y\in P)$$
(which is basically the same as the second order axiom of comprehension)
The reason I didn't think this was necessary is that there oughtn't be any set $X$ such that $X$ is the intersection of a set and class (the latter of which cannot be proven to exists in ZFC), but is not the intersection of a set with another set.
Let $\varphi$ be a predicate such that $\{x:\varphi(x)\}$ is a class but not a set. Unless the class $\{x:\varphi(x)\}\cap\mathbf{set}$ is empty, then there must be some set $Y$ such that for any set $X$, $X\cap Y$ is equivalent to $X\cap\{x:\varphi(x)\}$, yes?
Why should it matter if $\{x:\varphi(x)\}$ provably exists?
$S_\varphi$ need not be a set as you defined it : take $\varphi(x) := (x=x)$ for instance. So you need to have some form of thing that tells you that when you restrict it to $X$, then it is in fact a set.
That's what the comprehension axiom scheme tells you. The same type of thing happens with replacement.
In fact it's a theorem that (assuming it's consistent) ZFC cannot be finitely axiomatized : you really do need some axiom schemes, otherwise you're strictly less powerful.
So we can't get rid of axiom schemes if we want to get ZFC, no matter how smart we are in formulating things (as long as we're doing things in the first order, and assuming ZFC is consistent)