They do. There are plenty of indie Devs.
The reason why everyone doesn't do it is because it requires significant capital to be able to support a dev team through production for a number of years.
Not to mention they will still have to deal with publishers potentially fucking them over, as shown with the Helldivers 2 PSN fiasco.
Have fun and do whatever you want!
It's a very chill game, but you can make it as stressful as you want by trying to do everything.
There's no time limit, you can play for as many years as you want, so don't stress and try and get everything done as fast as possible (unless that's fun for you).