We can. You just have to make it first.
This is not a question to ask of others, it a just question you ask yourself. Once you answer it for yourself, then just realize that same answer applies to everyone from their perspective.
They've been made. Repeatedly. They just don't persist.
Our economic system won't let them.
But how? I don't have the resources to build something like this on my own. I'm skeptical I could convince many investors to give me money to build something pitched as "just like Prime Video but without the ad revenue" when Amazon has certainly already done market research and determined this is the best path to maximize profit.