They don't need to make things themselves, they just need to have the capability to make it themselves to be sovereign.
If you get cut off from global oil trade while having oil in the ground but no ability to make drills, what use is the oil? If you want sovereignty then it is critical to have the ability to make drills, tankers, etc in your country if you rely on oil.
This is no different than solar panels, wind turbines, batteries, etc when it comes to renewables. If you don't care about sovereignty then great, you are good to go. If you do, then you need to be able to handle everything yourself otherwise you are always going to be reliant on other countries.