There's "sore loser" laws in some states that would be a problem, and he would have to collect thousands of signatures in most states where he wants to be on the ballot.

It's a complicated morass of rules that would cost a lot of money:

https://ballotpedia.org/Filing_deadlines_and_signature_requi...

In contrast, the parties essentially have a reserved nationwide slot that they fill after many months of media circus.