Sometimes being the most popular and well known member of a famous rock band isn't enough of an ego boost.
Just because an album has the name of the person who is at the center of the musical project as part or all of the name of their band, doesn't necessarily meant it's a solo album. It could be a shitty pop star who's always put their name above everyone else like Madonna or Christina Agugula or Britney Spears. Having never been a part of a band before they're incapable of doing a solo album because it's a requirement that such an album is a result of someone breaking away from a real band.
Also if the band is name "[person] Band" as in Rollins Band or Dave Mathew's Band it's debatable whether or not it counts as a solo project. For example there is no known record of Dave Mathew having ever been in any other band that was worth knowing about so he doesn't count. Henry Rollins however was in a band before being in Rollins Band so his work in Rollins band is solo stuff. The Juliana Hatfield Three is an example of a band and artist not worth being aware of unless you are a musical geek. The important distinction in these and other examples that include the word band is that it is a lesser degree of egomania and douche baggery because at least the Head head tripper a.k.a. frontman is willing to give an acknowledgement that they are not the only person making the music, merely the one whose name is worth knowing.