I think a lot of people are lazy when it comes to expanding to other sites.
I remember when people had to build their own websites. These days they are getting all that hosting and site maintenance for free (or a small fee?), yet they still don't have a multiple platform presense.
I guess it could also be that these people aren't technically minded.
It's time consuming and does require a lot of skills to move to multiple sites and deal with multiple sets of rules and formatting.
Most people aren't necessarily very technical, and running your own site securely and safely is quite hard especially if you're then dealing with things like payment services (which can be problematic, especially with content like you find on OF).
The main reason people go with something like OF is that it does much of the backend work for you as part of the service fee, leaving you the time to get on with producing the content and uploading it to a template that is easy and quick to use.
It's effectively the same reason most authors don't self publish, yes they could if they wanted, and would get a bigger share of the pie potentially, but at the same time they'd need to either employ an entire team of specialists themselves (copy editors, editors, page layout, artists, legal, marketing etc at hourly/day/single job rates), or learn to do it all themselves which would massively reduce the amount of time they could put into doing the ting they're actually good at.
Another reason people do it through the likes of OF is very simple, it provides them with a level of protection from the inevitable nuts as the initial contact can largely/entirely be done through the communications channels OF provide thus it's a bit harder to find someone's home address etc (something that applies to people in all sorts of public jobs these days).