I would never complain about this, though - we don't solicit financial contributions, and I didn't start the project expecting to benefit financially. I get a lot of direct enjoyment out of working on mitmproxy, and I see it as a way to share something neat with like-minded people. In that sense, it has been immensely "profitable": I've met and collaborated with many interesting folks because of mitmproxy.
If you don't feel these indirect benefits make a project worth your while, you might want to consider doing something else with your time. There's no likely future in which small open source projects will be deluged with either contributors or money.