In my case, I'm the senior engineer and the rest of the team are juniors. There's generally not much I can ask them that they'd know the answer for. On the other hand, looping them in is a good learning experience for them even if they can't help me solve the issue. But due to time constraints that isn't always possible.
You nailed it. Senior engineers build things on their own because their company can’t afford to hire enough advanced enough people who can learn the system and take over the work without being trained for 6-12 months, and often there is no budget for this kind of ”distraction” from the core moneymaking path.