Sometimes the only way to do such "expensive" work requires significant support. Things like their legal protection against liability, mandatory requirements to have X to do Y in a jurisdiction, and other sorts of things can really eat into the revenue of a small business or sole trader.
Exactly. The trick to billing $1000/hr is finding someone who'll pay it, and having the connections to get in front of them, and their trust that its $1000/hr well spent, which entails no small amount of theatrics on the part of a corporate shield.
In addition to what the others have said, it's also more difficult to strike out on your own due to 'having no replacement'. If a corp is reliant on you and you're part of a collective, then something happens to you, the collective will replace you. If you're on your own, a corp will be much more reticent, as the proverbial hit-by-a-bus scenario will leave them high and dry.
Disclaimer: this is only how I've had it described to me; I frequent the small end of town :)
