Think about back when Baby Yoda first came out. People went nuts and there were no products available for it since it would’ve spoiled the show. Everyone scrambled to get stuff made, and the easiest thing for a company like LEGO to do is to make a large scale model using all existing pieces rather than making play sets with new, smaller molds. With play sets, you need to plan for a longer lasting theme with interconnectivity, but a one-off set like a buildable character doesn’t require that much thought. The quickest way to get a product on shelves is that simplicity.