Why do I need an umbrella company?

I'm being paid through an umbrella company and it seems that I'm getting paid the same as I would be if I was self-employed, only minus the umbrella company fees. But for some reason it seems that you can't just decided that you are self-employed. I'd rather not pay the umbrella company fees and just do the tax admin myself, but according to various articles on the internet, I can't be classed as self-employed. It all seems very vague and I'm not happy to be in a situation where I'm paying a company money for some basic admin. What is the situation regarding temp agency workers being self-employed and is the umbrella company really necessary?