I suppose one could make the same argument about bitcoin. Why not just make your own cryptocurrency with its separate blockchain? You certainly can and many p

I suppose one could make the same argument about bitcoin. Why not just make your own cryptocurrency with its separate blockchain? You certainly can and many people have. But in order for your forked bitcoin to have any value you need to give people some reason to prefer it over the existing bitcoin blockchain. If it really is just a clone of something that already exists, no one will value it very highly. The same is true of NFTs. If an existing NFT is tied to an established blockchain like Ethereum and you fork it, then you would need to come up with a compelling reason for someone to prefer your forked blockchain over Ethereum.