They do. Bandcamp is a thing, and it's pretty much that, minus a fee for the infrastructure.
But it's not a panacea. An old classmate of mine who's a decently successful Jazz artist now (by Jazz artist standard), had scammers upload her album to Bandcamp without her knowledge. They defrauded a lot of money from her actual fans, probably more than she ever made on Spotify.
I bought it when he released it. It was good for him but arguably he lowered his worth and took a pay cut, and it also set a bit of a price ceiling base rate for comedy specials at 5$, which if you aren’t the #1 comedian at the time like Louis was you can’t bring in the same sales volume.
Amazing, thanks for mentioning this! I had no idea. He looks to sell everything on there, not just mp3s, and they are well priced! Just bought a couple of videos of his performances, and it does indeed include DRM-free .mp4 downloads. Even includes a .srt file for subtitles!
Why don’t more artists do that?