Because they'd rather take someone from scratch & build them up in the WWE style, and have control over their gimmicks & characters, than have to "deprogram" someone from the indy's & possibly not have rights to the indy guy's other gimmicks and/or characters.
I don't understand why people get so upset when people complain about the WWE. You say 'if you don't like it, don't watch it'. Well if you don't like complaints... don't read them. And who cares if some guy wants to talk about how the WWE sucks?