There IS a reason these artists are Underground. It's to make more profit off of their music. That's why the real money comes from Writing and Producing. Even owning a label doesn't make you all that much money.
You know how much profit you lose just in packaging alone? Keep it small and independent and the profit jumps exponentially.
But it's cool. At least mainstream labels can afford better videos with more rented sports cars and choreographed back up dancers.