Most indie artists aren't independent by choice.
Plenty of indie bands are proud to be indie. The kind of creative control, DIY mentality, and tightly-knit scenes that exist in indie don't flourish in the mainstream environment as they do in the world of indie. It's one of the beautiful things about independent labels, but even musicians who value artistic integrity above all must be tempted by majors. Despite the growing popularity of indie aesthetics and the ability to quickly, cheaply, and easily reach a larger audience thanks to the Internet, major labels are still dominant. All independent labels combined account for around 30% of record sales, and while this is impressive, you have to consider the number of independent labels there are (thousands) compared to the number of majors (three).
It's nice to think that some artists really stick with the indie route because it fosters a more creatively-driven appreciation of the art, but for many professional musicians, it's likely that if the right deal came along, they'd take it.