WandaVision down to its bare roots is a show about Wanda overcoming the grief, loss and trauma she has suffered her whole life. She lost her parents at a very young age, then lost her twin brother, her only other family in the world. Not long after that she gets a new family but that is ripped apart with them at each others throats. She then loses Vision, her new anchor in the world and is essentially alone again. "You took everything from me."
Matt Shakman: Probably, for sure. In the end, there's so many great ideas that you have as you make something, and you come up with a million things that you don't end up using. Because ultimately, the story that we're telling is a story about grief and how you overcome loss, and how you move on after you've suffered so much trauma.
Screen Rant, Matt Shakman Interview: WandaVision
For the story arc and character development to complete and for Wanda to move on it doesn't make any sense for her to create a mini Hex for the boys. She's finally decided to spend some time on her own and learn more about her powers as well as cope with her grief. However, that's not to say she's never going to try and bring them back, remember the post-credits scene for the final episode shows her reading the Darkhold and then hearing both Tommy and Billy's voices.
I think you've also got to consider the ethical and moral concerns over a mini Hex for the boys. The Hex, as created, was a static boundary, which rejected others coming into it. That means that unless Wanda is always around to let people in and out then those inside are completely isolated. They can't ever leave and they can't ever see anyone else. That means they also can't ever leave that small area you have them trapped in. Is that something you'd want for your loved ones? This is just the reasons related to those inside as well, you've got other concerns for those existing outside but nearby too.
We're also at a point in the story for Wanda where she's only just discovering who she is. She doesn't know the extent of her power or how to control it. She leaves to be on her own to learn more. It might be that she wants to bring them back but doesn't want them in a Hex because of the above. So she's gone away to learn deeper and more powerful magic so she can bring them back to live a normal life.
You're also forgetting about White Vision. White Vision is the Vision created from original Vision's body. He's still out and about somewhere, we don't see him again after he leaves Memory Vision. Presumably Wanda wouldn't want to create a whole new Vision again if she can find White Vision and be happy with him.