It's not as simple as "start a business". You have to find a business that makes sense for you (you know it, you want to put up with it, etc). You then have to

It's not as simple as "start a business". You have to find a business that makes sense for you (you know it, you want to put up with it, etc). You then have to execute. All the while hoping that you don't get struck by lightning (something kills your business), while also hoping to get struct by lightning (you become wildly successful). God forbid you need job security (family, health care, etc.). Contrast this to going into a job, where what you do is laid out for you, you just have to execute. With insurance. With job security. Even as someone who has run a startup and still has the itch, it's a no brainer.