Isn't DnD something you build from scratch in paper?

Kind of. Wizards of the Coast sells the rules to the game and sells pre-written adventures for groups to play. Many groups use the pre-written ones, many groups make their own adventures from scratch. In the past when WotC has pissed enough people off, plenty of people kept playing D&D but simply stopped buying new books. Plenty more people switched away from D&D to other (frankly better) games.

The thing that complicates this now is the prevalence of digital tools over pen and paper. I haven't played D&D with a group that used paper sheets in years. The problem is that WotC is very strict about not allowing anyone else to build tools that compete with their subscription-based digital character sheet. If you want to use a digital sheet, you have to use D&D Beyond.

And D&D Beyond is expensive. The last time I looked into it, you had to buy digital copies of the new books you wanted to use at the same price as the hardcovers. And then if you wanted to share them with your table (and you definitely do) you needed to pay a monthly subscription. This results in a lot of groups with a major sunk cost of the hundreds of dollars tied up in online content. Leaving that ecosystem would be "wasting" the money they put into it.