Statement of Purpose, is it conventional to add a small title to each section? The statement of purpose is for graduate school application. However, from several online samples, I see that the author added "small title" on top of each section. I personally like doing this because I assume the committee won't have enough time to read through 2 pages (1000 words) SoP. I am asking whether this is a conventional pratice?

This is the sample I was talking about.
I haven't seen it often in the many, many application essays I've read, so I'd hesitate to call it "conventional practice," but I'm certainly not opposed to it. As you say, it can help make the essay more scannable, such that readers garner a quick but useful impression of who you are and what you chose to highlight about yourself. It may also help you organize your thoughts as you write.

Two pages honestly isn't much to read -- almost anyone who's reading applications to graduate school reads far more than that on a regular basis! -- but at least some of us will be impressed by the courtesy of your design, and others by its professionalism.

On balance, then, I'd say that if it makes sense to you to do this, go right ahead.