From someone in the IT world, the simplicity and cost that YT offers is unparalleled. They scale up and scale down, and there's no up front cost for the business (JomezPro in this case). They take only money off the top of earnings, so there's no risk. Yes, they do reduce earnings, but they also do free advertising. Remember when 2019 Worlds appeared on the front page of YouTube and gathered over a million views in just a couple days? that doesn't happen if there's a separate DG video website.
If they did separate, they'd need to hire someone to set it up (most likely a few people). Those people would be mainly contractors, meaning more $$$. There's also a commitment cost to those people, because if a contractor is told "we can pay you for a month, and if it's working, we'll pay you to finish the job," they're probably not taking it.
With that said, I know little about the inner workings of DG videos; i'm speaking purely from an IT perspective.