Because record companies are dying out! It's more common for people to go solo these days. I guess she just got fed up of people making money off her hard work and talent and giving nothing back. The only reason you need to go with a record label is because they have the money to promote you, have deals with radio companies etc.. but she's not been getting any of that for years now. I'm pleased she's gone indie, she's got the experience and a big enough fan base to live off comfortably now she'll get a bigger share.