Because some of us believe that creating something innovative that people use is more rewarding than making small contributions towards an existing product/busi

Because some of us believe that creating something innovative that people use is more rewarding than making small contributions towards an existing product/business at a 9-5 job. More often than not, society rewards you in proportion to the value you create for it. And you can't create the amount of value that comes with a startup without taking on a lot of risk. (Look up "risk-reward" in economics). That's why entrepreneurs are glorified. They are willing to take the necessary risks in order to create unusual amounts of value for society and, yes, for themselves.