This is very true. However, I recall it being in the first crop of commercially successful indie games: World of Goo, Super Meat Boy, Castle Crashers, Braid.
All pretty indy and commercially successful.
EDIT: You may find it interesting to read Jordan Mechner's journals about the making of Prince of Persia as a solo dev (published by Broderbund, so not quite fitting the indie self distribution model today, but otherwise fairly similar). They used to be available online, which may not be true anymore, but it's certainly worth $8 or whatever they may be asking for.
I'm not saying you're wrong, I'm sure they published it later via a variety of publishers, but they made a ton off of the shareware version. Masters of Doom is a fantastic read, if you haven't read it.