You're confusing DJing with producing music. They're completely separate, yet intertwined skills. You can be an excellent DJ that sucks at making music, and you can make excellent electronic music but still suck at DJing.
Most DJs don't produce their own music, therefore they just play other people's music. Those that aim for international fame have to produce their own music, which then becomes a part (but not the entirety) of their DJ sets. Those that have been producing their own music for quite a while (like Odesza) do have enough that they don't need to play other people's tracks, but that gets pretty stale pretty quickly. If you've listened to Odesza once, it's gonna be pretty identical the next time, similar to a band performing a concert (but even more identical).
Then there's also labels, which are like the crown jewel of electronic music. It's not enough to just make music, you have to find a label that will publish it. The bigger the label, the bigger the exposure. Not just in terms of sales, but because DJs/producers associated with a label tend to boost each other's careers by playing each other's tracks (with the added benefit of not having to worry about copyright). The really really big labels also organise their own parties and festivals. To name some of the biggest ones: Ultra Music Festival (UMF) = Ultra Records, Electric Daisy Carnival (EDC) = Insomniac Records. So, if you consistently get your music released by Insomniac/Ultra, odds are they're gonna invite you play in front of hundreds of thousands of people, even if 95% of them have never heard of you. That's how you get like 5 headliners that are there to get the people to come and 30 or so supporting acts that are there to play before them, warming up the crowd before the main act.
There's this excellent crowdsourced website (https://www.1001tracklists.com/) where fans keep track of all of that. If there's a recording of a DJ set available anywhere online, odds are some fan has gone through the trouble of identifying most of the tracks. Click on a couple of sets on the homepage, check out the list of artists whose tracks they play, and you'll see all of this in action. In some cases, all original. In some cases, all released by one label. In most cases, mostly other people's music.
