Because big guns provide better penetration and do more damage lessening your need for precision during a gun fight.
With a .22 you better be lucky
If you're in a gunfight, you'd better be lucky.
I agree that a big round has, in general, more 'stopping power' than a smaller round.
But that's just one facet. An important one, but still there are other points to be considered.
The first is what I said already. Bigger calibers, bigger guns. Tradeoff for a smaller gun with a larger caliber, usually in terms of ability to control the weapon while firing. Bigger guns tend to be carried concealed less often. They're big, after all. Heavy, generally. They become a PITA. They don't hide well with beach wear. Etc.
The second is realistic threat evaluation. I don't carry a chemical weapon gas mask because I evaluate that I won't be attacked by a nerve agent on the street, and if I was, I would not have sufficient warning or time to don and clear such a mask before I had taken a lethal dose.
So. What threat does one imagine they need multiple large-cap magazines, more than one firearm, or uber-large calibers for, exactly?
Is a .22 or a 25ACP an unacceptable round for self-defense? No. People can and have defended themselves with such rounds. In terms of one-shot lethality, sure, it's clear they offer less power. But they offer other advantages, such as light weight and concealability. Again, any gun that you have on you is better than the one out in your car or left in the dresser at home.
Eternal arguments about one-shot stops with various calibers misses the point, in my estimation, and often amounts to little more than gun-fetish masturbation. Two decades ago, it was the wonder-nine guns that everyone was losing their minds over. Then .40 and .41 and OMG Desert Eagle, take me now Lord. Whatever. Figure out the realistic threat, evaluation your own ability or desire to protect against it, and then train, train, train, and carry, carry, carry. A 22 is fine if you'll carry it with you everywhere and every time you go out and train hard with it.
Yes, you have to be lucky. We all do.