Why are most engines made with even numbers of cylinders? Are odd numbers of cylinders somehow less efficient than even ones?
First of all yes cars with odd numbers vibrate a lot , produce considerable amount of noise and are not refined as much compared to even numbered engines. There are reasons as to why many markets use odd numbered cylinders.
The Chevy spark has a 3 cylinder diesel variant. The Hyundai Accent has a 3 Cylinder engine. One of the Volkswagen Jetta had a 5 cylinder engine.
Note that all of these are in-lines and not in V configuration since for V configuration you need to have even numbers to balance out the load on each bank
Now the reason as to why odd numbered cylinders are not popular in most markets is that there is no need on one since the default in-line 4 provides the right balance of power+economy+less complexity.
On the other hand in emerging markets such as south-east Asia gasoline is very expensive compared to the US and so fuel economy is preference thus many cars in those markets have a in-line 3 cylinder engine configuration , its not as smooth or powerful as the 4 cylinder engine but it is way more economical
For example the Chevy spark has a 3 cylinder 800 cc diesel engine which gives a economy of 72mpg on the city and upwards of 90mpg on the highway.
To sum up my answer , yes there are odd numbered cylinder engines available but they are market specific.
This is mainly a question of engine balance.
A good video to understand engine balance is done by the Engineering Explained YouTube channel here.
Once you have an understanding of engine balance you can then understand why, for example, a 5 cylinder engine is more challenging to introduce in a production vehicle:
Wikipedia, Concerning a straight 5:
Balance A disadvantage of a straight-five over a straight-six engine is that a straight-five engine is not inherently balanced. Any even-firing straight-five design has free moments (vibrations) of the first and second order, while a straight-six has zero free moments. This means that no additional balance shafts are needed in a straight-six. By comparison an inline-four engine has no free moments of the first or second order, but it does have a large free force of the second order which contributes to the vibration found in unbalanced straight-four designs.
And under the wikipedia page for a V6:
Straight engines with an odd number of cylinders are inherently unbalanced because there are always an odd number of pistons moving in one direction while a different number move the opposite direction. This causes an end-to-end rocking motion at crankshaft speed in a straight-three engine. V6 designs will behave like two unbalanced three-cylinder engines running on the same crankshaft unless steps are taken to mitigate it, for instance by using offset journals or flying arms on the crankshaft or a counter-rotating balance shaft.
Essentially, there is a disadvantage to these designs with respect to the harmonic balance of the engine. It is not impossible to overcome these issues however VW/Audi had a lot of success with their 5 cylinders but it would become a specific reason for the design decision.
There are other reasons too though as Anarach has pointed out. You can imagine that 4,6,8 designs became 'standard' and anything outside of that unusual. In the case of an i3 engine, would 3 cylinder engines have had good sales figures in previous decades? It's more likely now with hybrid enignes (BMW i8 uses an i3 petrol to charge batteries) and direct injection improving the power from smaller engines.
In four stroke petrol engines there are four parts to the combustion cycle;
Suck (draw in fuel, piston dropping down the bore) Squish (compress the drawn in fuel, piston rising up the bore) Bang (the fuel is ignited and combusts, piston forced down the bore) Blow (push burned fuel into exhaust, piston rising up the bore)
Because of the reciprocal nature of this cycle, in an engine with four pistons these events generally occur such that each piston is at one phase in the cycle. As one piston is being dragged down the bore to draw in fuel, another piston is, at the same time, being forced down the bore by the effects of combustion.
This is true of most but not all single bank four cylinder engines and similarly twin bank V8 and V16 engines. There are always exceptions and we won't look at rotary engines but generally, in a four cylinder, four stoke engine one piston is always on it's combustion (bang) phase so power delivery is reasonably consistent across a complete engine revolution.
Removing a piston, i.e. a three cylinder four stroke engine, means that there is effectively a (albiet tiny) window of time during an engine revolution where no piston is on it's combustion (bang) phase.
When considering four stoke diesel engines we see a similar cycle but the combustion is triggered purely by compression, not an ignition (spark) event.
Hopefully this goes some way to answer your question.