Another point is that many PhD programs (in the U.S., for sure) will not admit people who already have a PhD, no matter that it was/is in a different topic, etc., with or without funding.
And, these days, in the U.S., funding for graduate study in many subjects is shrinking, for many reasons. While it is illegal to discriminate based on age in the U.S., I think most PhD programs gauge their own success significantly by how well their graduates do in the academic (or other) professional spheres, and effectively promising to not participate would most likely kill chances of funding... Certainly does not help.
That is, in general consonance with the other answers, getting a PhD is just an initial step toward being an independent scholar (if not necessarily a commodified "researcher" in the grant-getting sense, etc). These programs are aimed at people who are intellectually/technically slightly immature (whatever their chronological age), and who do some sort of apprenticeship. If you think about it that way, an itinerant endless-apprentice is not what people want, because they want to have apprentices become "journeymen", in the archaic but useful sense.