Huh? All of the components of my computer, both internal and external, have RGB built-in. It would be practically impossible to replicate that by just buying some dark blue LEDs, and there's barely any additional complexity involved with RGB components. There are literally only two additional connections in my machine due to the RGB, and those are for the LEDs in the case and the water cooler. Every other component uses the data lines it's already connected to.
Because then you have to wire it all up manually which is a lot of work and likely won't look good. No one sells fans, gpus and mobos in the exact color you want so its easier to buy RGB everything and configure it to be the color you want.
Installing openrgb is infinitely easier than wiring up LEDs inside fans imo.