I know a fair number of authors who have gone from traditional publishing to self-publishing.* Their reasons vary, e.g., they have a challenge finding the right market for their work through the traditional houses, they just want the adventure of self-publishing, they don't see the return from the fees they pay, etc.
James Nelson, a favorite author of mine, went that route, and graciously consented to an interview last year: Should You Self-Publish? An Interview With Author James L. Nelson.
I have yet to hear stories from authors that started out publishing their own stories, only to go through a traditional publisher or even through an agent later in their career. I can see it happening though. An author starts out writing for their own pleasure, only to get "discovered" by an editor or agent. (Hey, it could happen...)
If you or someone you know has gone that route, please reach out to me. I would love to interview you for my blog.
*I purposefully avoid the word "indie" because to some it means publishing through a small, but traditional publishing house; to others it only means self-publishing.