Merck and other pharmaceuticals chose to do so because it's fast and cheap.
Dr. Jay Carpenter explains in here.
Prior to 2009, Merck, the manufacturer of the MMR vaccine used in the U.S. and in many other countries, made available individually separate vaccines for mumps and measles that were derived from the ethically acceptable sources as described. In 2009, they stopped making these vaccines available, despite reassurances to the contrary. Since then, Merck has refused to license these vaccines to other companies who were interested in making them available to the publicAnd Dr. Theresa Deisher talks about moral vaccine development here.