Do they realize indie stands for independent? Having a label doesn’t make the music instantly worse, most of the time.
A band can be indie and be signed to a label. Indie labels have little creative control over bands, and aren’t controlled by a major label, such as Sony or Warner Bros. They mostly don’t market and heavily publicize artists, so Indie bands that do get big work really hard and make great music and are almost always really amazing, talented people, so they actually deserve to be famous and make money.
Indie labels give bands much bigger royalties, so when I buy an indie album, more of my money is going to to band. On major labels, a lot more of the money goes to label’s owner and other people that didn’t really do anything to make the album better.
On indie labels, especially ones like Saddle Creek or Barsuk or Merge or Team Love, the people on the label are really great friends, or, especially on Saddle Creek, pretty much family. Personally, I’d rather fund and idolize people like that than to pay for some impersonal major label where the term "label mates" doesn’t actually mean musicians know each other.
Indie labels don’t focus on making the musician famous or making money. The D-I-Y ethic of indie is a makes for far better and more interesting music than the insane artist-cultivation and publicizing of majors. If a major label has enough money, they can make any talentless idiot famous and rich and an instant cultural phenomenon with enough promotional drive.
Major labels have more control over the music the musicians are making (Example: On Rilo Kiley’s last album, Warner Bros. made them use an alternate and, in my opinion, inferior version of two of the songs). Very rarely will Indie label drop bands if they aren’t successful or popular enough.
A lot of the time, band’s music get worse after signing to a major label, sometimes because it gets really overproduced, and sometimes because incredible pressure put on a lot of fairly new band signed to majors to create a multi-million dollar albums in a really short amount of time.
I personally listen to both major and indie bands, but, when listening to major bands, a lot of the time I like their early, low fi, less ambitious material best.