Because you don't understand that there are 2 scenarios in which the F-35s can be used:
1 - peace-time/non-peer conflict, where the aircraft doesn't need its maximum LO characteristics, thus short range heat seeking missiles that are way less expensive than long range radar guidance missiles are more than fine to conduct air policing, interception, escort, etc. (which are all missions where you also want to be seen)
and
2 - peer-conflict, where VLO is needed until the enemy air force and A2/AD are still in play. Here you do not want to use short range missiles, because you want to stay hidden. If you are close enough to use an AIM-9X, the enemy sees you and you don't want that.
In the first case, carrying heat seeking missile on pylons is fine because it saves money, in the second case you don't want to do it because you want to survive.
You might also want to look at examples of air combat in the last 50+ years. How many shoot-downs were carried out with radar guided missiles? How many kills were obtained with heat seeking missiles?
Confront those numbers with engagements prior to the Gulf War and following the Gulf War.
Do you notice any trend?
Because what I see is that AIM-9s have been used way less than AMRAAMs, and that should tell you all you need to know about why spending money to carry AIM-9s internally is not something people should be interested into.
You don't need to get rid of them, because it's a nice option to have to do things like shooting down a balloon for example, but we do not live anymore in the Vietnam War where engagements were mostly conducted WVR.
Exceeded in complexity =/= exceeded in price.
Does a F-35 cost more than a F-22?
No.
That's because it's not the same aircraft and it's not called on performing the same mission set.
There is your answer on why it's produced in bigger numbers.
