Ah, but what seems like waste to the outsider may be very well be self-preservation to the possessor.
It's no secret that what the public wants out of an artist and what an artist wants out of (and for) themselves are often at odds.
As long as Sonny Rollins is going around playing the way he wants to play, I feel quite confident that his talent is being anything but wasted, even if he's doing it in such a way that leaves very little residual evidence other than in the memories of the people who heard him/it in the moment.
Or do you have a problem with greatness not being "documented". I don't, not at all, not if it's by choice. "Documentation" is a relatively recent concept, and not without its own set of conflicts, not the least of which is the games it plays with the egos of those wishing to be documented, and often, by extension, their art. I speak from personal experience, and I'm sure you know what I mean. When we get the notion that the measure of the music is to be found entirely in the documentation, well, that's a pretty subtle yet profound shift in how we view the whole ballgame right there, and I don't buy into it. But that's just me.