The smallest known vertebrates are frogs that range down to 0.01 grams. I would take that as evidence that at smaller sizes an endoskeleton is more of a liability than an asset.
1-2 grams is a lower limit of what has evolved across all phyla of warm-blooded animals. Are there physical reasons that this would be the case?
One I can imagine is that any smaller and the surface-area/volume ratio makes it too expensive to regulate body temperature, but that's just a broad guess.