There are many justifiable reasons, such as not wanting to invest the time given whatever other projects/work/life they individually have going on.
It also seems to me that their seemingly perfectionist tendencies have given us three amazing studio albums with 0% filler. It's a rare thing these days (they should give tips on this to the their country-mates The Flower Kings!), and I can appreciate it, though it does leave us all wanting more.
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