Because a lot of indie games don't come to consoles (or at least Xbox — I see a lot of Steam/PlayStation releases or Steam/Switch releases).
I see a ton of cool indie games I'd love to play, but I can't because they require Windows. I don't think a game should be able to be called indie if it requires you to use Windows (or macOS, what I use), exclusively. Like if you're "independent" of Windows (macOS or Linux) or "independent" of Apple (Windows or Linux), they should be making their game available to you. That means, of course, supporting all three platforms. Linux and macOS are both based on UNIX (if you go back far enough). Switch and Mac use the same CPU architecture (ARM64). Linux has the best handheld support. And Windows has the biggest install base. So it's really worth it to support all four of those. And then Xbox and PlayStation use the same architecture as PC gaming, x86-64 with a GPU. So it's really all connected and, unless one platform is sponsoring the game somehow (at which point, it isn't indie), no platform's players should be left out. JMO