A couple of issues to consider here are:
1. Until AEW came around, the only places to make real money in the business were WWE, NJPW, and maybe ROH (for all intents and purposes, Impact is still a shambles when it comes to paying people). Depending on who you are, it makes more sense to have WWE's job security and paycheck over trying to hustle and be one of the thousands of indy talents that gets hot per year. Remember, for every guy or girl that we see doing 7 shows during Mania weekend, there are many, many others for whom wrestling has to be nothing more than a hobby, because they make nothing off of it. And as others said, even after you leave WWE, that afterglow will only take you so far if you happen to just be an undercarder who never wrestled on the main shows and got released (see: Maria and Mike Kanellis, who probably understood this and resigned accordingly). Beyond that, you really have to work to make a living in wrestling, and that's not really something a lot of people want to do.
2. Most of the wrestlers in the back are marks who grew up with WWE as either the dominant or ONLY game in town. If you're my age or younger (as a lot of the roster is nowadays), then you hadn't even gone through puberty when WCW died, much less really have been watching when it was at its peak in 1996-1998. That means a lot for these guys, and it's very difficult to shake that nostalgic feeling and pay attention to the business aspect of the game. It's probably even harder if they have no experience on the independent circuit or abroad in places like Japan and England that teaches them that there's life outside of WWE (naturally, this is harder for the women than for the men in wrestling). That's absolutely something they have to get around if they don't want to be taken in by this ridiculous rhetoric. They have to understand that, even without AEW picking them up, there's still a way to have a life in wrestling.