Building supersonic stealth fighter jets is very, very hard. It requires cutting edge engineers in many different disciplines, processes to manufacture materials used nowhere else for stealth purposes, advanced computers and software, and much, much more.
To make something like that you need not just a company to make the final plane itself, which is just the tip of the iceberg, but companies to extract the raw materials, to refine those materials, and to make parts and components of the final product.
Consider this: a major TV movie has credits that list thousands of people. Building a real jet fighter takes something on the order of a thousand to ten thousand times as many people to make as a major TV movie.
There are only about six companies in the entire world that are capable of making supersonic fighter jets (two in the U.S., one in Western Europe, one in Japan, one in Russia and one in China).
Stealth technology is very cutting edge and rare, and access to that technology is highly controlled. The U.S. developed it the first time in the 1980s, and the Chinese and Russians are just bringing into service now stealth aircraft reverse engineered from information available about the U.S. version.
There is also a huge upfront cost. The F-35 has a per unit cost, all in, of about $150 million a unit, assuming that about 800+ will be built, for a total cost on the order of $1,200 billion. But, at least half of that cost goes to designing, prototyping and testing the first few units. If you build just one, it costs $600 billion. The economies of scale are extreme, so if you can't afford to buy several hundred of them, it is prohibitively expensive to design your own.
So, it is mix of lack of manufacturing infrastructure, lack of technical expertise, and economies of scale.