The bulk of seed grain is produced by specialized seed companies who hybridize Cool Variety #1 with Cool Variety #2 and sell the resulting seed which produces Cool Variety #3. The problem is that if you plant Cool Variety #3 seeds, only a minority of them will be Cool Variety #3. This is a real problem.
If you kept growing the seeds for many generations, ruthlessly weeding out anything that didn't exhibit CV #3 traits, you'd eventually get something close to a pure CV #3 strain, but most farmers don't want to do that.
Let's say that CV #1 is resistant to "gray-green rot" (made up names here), while CV #2 is resistant to "early leaf blight". CV #3 is resistant to both, thanks to having one GGR-resistant gene from CV #1 and one ELB-resistant gene from CV #2.
But what happens if you grow CV #3 seeds? The kicker is that genes (usually) come in pairs. You'll get 25% offspring that are resistant to both (what you want), 25% resistant to GGR (but not ELB) 25% resistant to ELB (but not GGR), and 25% resistant to neither. If both GGR and ELB kill the plant, congratulations! You've managed to reduce your crop yield by 75%.
That is why most modern farmers do not save seeds.