They have the "front money" (millions of dollars) to create millions of copies and get them distibuted to book stores and such...
So unless you (a novice author just starting out) have a few million dollars lying around...you're book is not going to sell very many copies, and you would have to go around pushing 10 or 20 of your books on every bookstore in town, who doesn't buy books from people...they only by from publishers, see?
To get published "widely" and marketed correctly...
You must go to a publisher...