I agree with Robert's answer, but I would like to add why SOS are used for IIR filters, from which it becomes easier to understand why they are not commonly used for implementing FIR filters. One of the reasons why SOS are a very common way of implementing IIR filters is the fact that poles close to each other and/or close to the unit circle make a direct implementation of the transfer function extremely sensitive to coefficient quantization. Since FIR filters don't have any poles away from the origin you don't have that problem when implementing FIR filters.
This is not to say that coefficient quantization is no issue for FIR filters. It becomes a problem for large filter lengths and if a high stopband attenuation is desired. In [1] a conservative bound was derived for the error due to coefficient quantization:
$$\epsilon\le 20\log_{10}N-6B\;\text{(dB)}$$
where $N$ is the filter length, and $B$ is the number of bits used for representing the filter coefficients. So for a filter with $N=50$ and $B=10$ you get $\epsilon\le -26\,\text{dB}$, which means that in the worst case the filter's stopband attenuation is only $26\,\text{dB}$. However, the authors mention that this bound is very conservative and that in practice the error is usually much smaller.
If the naive approach of filter design assuming infinite precision and subsequent coefficient quantization does not result in a useful filter, one must take coefficient quantization into account already during the design process. This can be done using integer programming techniques. The classic reference on this topic is Design of Optimal Finite Wordlength FIR Digital Filters Using Integer Programming Techniques by D.M. Kodek.
The following example illustrates the difference between the coefficient sensitivity of direct form implementations of FIR and IIR filters. I designed two lowpass filters: one 7th order elliptic IIR filter and one Parks-McClellan equiripple linear-phase FIR filter with $101$ taps, both filters satisfying approximately the same magnitude specifications. The plot below shows the magnitudes of the frequency responses (IIR in blue, FIR in green). The top two plots are the responses with unquantized coefficients, and the bottom plots are the responses with 14 bit fixed-point coefficients. Note the huge difference in coefficient sensitivity in the passband.

[1] T.W. Parks, C.S. Burrus,
Digital Filter Design, p. 143