There are a couple of reasons why filmmakers create short films. To gain experience with filmmaking or because the filmmaker doesn’t have the budget to make a longer film. I can explain the first reason better by analogy.
A Chef right out of culinary school isn’t going to land a job at a top restaurant, like “Cut by Wolfgang Puck” (one of the elite restaurants in LA). It takes time and a lot of trial and error to gain the experience necessary to compete with top Chefs. The same rationale applies to filmmakers.