Buying an option is a hedging strategy. Say your company makes frozen dinners. You buy freshly slaughtered chickens daily. However, you make agreements with grocery chains to sell them so many dinners at such and such a price. If the price of chickens increases, you might lose money fulfilling their orders. So you buy an option to buy chicken for whatever price makes sense (usually enough to avoid losing money but not to offer much profit).
In this scenario, selling an option does not make sense. You aren't trying to make a profit. Your goal is to avoid being squeezed between current chicken prices and your contracted price with your customers. You want the guaranteed price, not money.
From your perspective, it's fine if you only exercise the option one in ten times. It's better to pay a small fee and avoid a huge cost in that one of ten times. You can sleep easily knowing that you won't have to pay a ridiculous price for chicken six months from now. You've shifted your risk to the seller of the option.
Why not just sell an option? Because one in ten times, you will have to fulfill the option. And by the nature of things, your risk is open-ended. If the difference between the option price and the actual price is ten times your original fee, you lose enough money to require nine more options at the same fee to make up.
Yes, 30% of the time the option is free money. 60% of the time, you take a moderate profit or loss. 10% of the time, you take a huge loss. It's like playing roulette in reverse.
Selling an option is safest if you have it covered. For example, you might raise chickens. So selling the option for someone to buy a chicken in six months is just getting some of your money now rather than waiting until the chicken is grown. You then use the money to pay down some of your debt, saving interest for the six months.
If you do not have the option covered, then you are vulnerable to a big loss.
Options are not a casual investment. If you buy or sell a bunch of them, you will not necessarily make money over time. It is quite possible to go bankrupt trading options. Sure, if you could then (after going bankrupt) get together enough money to buy into the market again, then you could make a killing as prices are low. But you don't have that money. You just went bankrupt. You're broke.
Stocks (and bonds) are much safer than selling options. At worst you lose the money you invested. That's not great, but it's not so bad either. And if you spread your money around, then the chances of losing all your money is low. Far more likely is that one stock tanks while twenty others in your portfolio gain. Or your stocks lose value now but gain it back in five years. And meanwhile, if you are investing continuously, your new investments get the cheap prices for a while.