They make them but they aren't intensely marketed. They rely on word of mouth but they don't get as much word of mouth as A24 movies so they often fall by the wayside.
Ain't nobody talking about Small Things Like These, which is why despite a minimal $12.4m budget it only made $8.9m back.
Been paying attention to indie film labels and it definitely seems like climate change fear porn is a growing genre in independent filmmaking.