Some companies have done exactly that, and have come under fire for it. Butterfly Labs was famously outed by US authorities for running customer-purchased hardware to generate profit for themselves, only releasing to the customer after the purchased-hardware was past its peak profit-generating potential.
KnC, another mining hardware maker, announced in 2014 that they would only produce hardware for their own purposes, following numerous customer complaints about their business practices.
BitMain, by far the most successful producer of ASIC hardware, has chosen to sell their products directly to customers and have profited immensely from doing so. Selling directly has a few advantages, most notably that the money is received by BitMain instantly. This capital can now be immediately redirected to developing ever-faster bitcoin hardware, rather than waiting for the hardware to pay for itself. This cycle has allowed BitMain to take a consistent lead in ASIC technology, both in price per kW and price per hash, and reduced the company's exposure to fluctuations in bitcoin price.
With that said, BitMain has no incentive to completely forgo using their hardware for their own gain. It is possible that they mine with in-stock units waiting to be shipped or sold. They also have a cloud-mining service which allows customers to purchase hardware that is operated by BitMain. Any excess capacity from their cloud mining operation could be used to mine for BitMain directly. The difference between them and KnC is they have not made it a cornerstone of their business model.
TLDR: companies that have made profit off their own hardware have done so after using customer pre-orders to fund their R&D, many now face legal repercussions for this practice. BitMain has created a stable and successful mining company choosing to sell directly to customers and reinvesting in new R&D, allowing their technology to surpass that of their competitors. They probably still mine for themselves, but it isn't the core of their business