Answer:
Because of all the financial and natural loss. When a colonizer takes over a territory, then all of its riches belong to it. Those riches are usually land, plants, minerals, wood, etc. It can reap a lot of riches from those colonies because they practically belong to it.
However, if one day the colony decides to fight its colonizer and achieve independence, the colonizer loses all of its profit. That why it would never support its independence and usually other countries who would support it would end up in a war against the initial colonizer.