If you're an entrepreneur of any sort, you find that you've got to be a manager, and a CFO, and an HR department, and the Engineering VP, and the engineer, and the janitor, and the dishwasher, and the sales rep, and the marketing department, and hunt for funding, and a dozen other roles until your company's big enough to hire other people to do them. Every techie I know who's started a company, either by themselves or with a small group of other people, complains about this, but it's the reality of running a business - you're responsible for all the work getting done, not just the fun engineering you started the company to do. If you get big enough to get VC money, sometimes you can hire a CEO to do some of those things for you, but basically it's not your company once you've done that.
Some games can be done by one person, some are much larger projects needing lots of workers. (I'm not a gamer, so I don't know the scale of Wu's games, but it sounds like they're a lot bigger than Depression Quest and probably smaller than EA's FIFA-thing-2015.)
Authors have to deal with similar issues - they also have to put up with people saying "Why don't you self-publish? I'm sure you'll make LOTS more money than working with an old-style dead-tree publishing house!" (The usual answer from successful writers like Charlie Stross is that publishing books is a lot of work, and it's much more productive for him to spend 100% of his time writing, which he's good at, instead of 30% of his time writing and 70% of his time doing marketing and sales and typesetting and financial management and negotiating with Amazon and Apple, none of which he enjoys nor is especially good at, even though he'd get a bigger fraction of the cash, plus the way you get to be a good writer is to do a lot of writing, and the way you build a stable audience is to put out books as often as you can do it well, and being a publisher takes time away from both of those.)