To answer the question, I think at the highest level, most abstract form, there is a community, but it's a very loosely gathered one.
One definition of "community" that I found was this: "a social, religious, occupational, or other group sharing common characteristics or interests and perceived or perceiving itself as distinct in some respect from the larger society within which it exists (usually preceded by the )".
So, if we say that the "indie community" comprises all those who are indie authors / self-publishers, then yes, we're a community. In the same way that "writers" are a community - we're all engaged in writing, whether that's trad, indie, non-fiction, fiction, academic, and so on.
The trickier question, for me, is whether the "indie community" shares common goals and common values. To take an obvious example, not everyone wants to make a living with their work, but for some that's the main goal. Neither of these goals are wrong, they're just different.
Interesting question to debate, though!