Someone like Cesaro would be the first to leave. He’s going on 37 years old with 5 years of WWE television time/pay. He was already a name on the indies under his real name, and he can go back a bigger star and choose his own schedule 100%. The same reasons as Bryan Danielson.
The reason Bryan Danielson would go is because he literally is not allowed to wrestle in WWE. Cesaro could no doubt make bank on the indies, but he's already making bank now. There are some benefits to working indies in terms of making your own schedule, but its also much more of a hustle in having to run your own merch and shyt. Right now literally all he has to worry about is making the next town.
The Indies is a real grind and not everyone wants to be on some self-promotor wrestling entrepreneur shyt. Theres a reason Chris Hero went back to NXT.