It really is often more efficient to buy something than it is to make it

Not if you’re someone specialised in producing that thing. By definition, for a person specialised, it must be more efficient to produce than what they sell it for.

For a player who wants to craft things and has the relevant skill trained, part of the fantasy of the game is that they should be that person specialised in producing things, just like a player trained in thievery expects they should be able to pickpocket.