Because I can guarantee you won’t - the job security, less responsibility and ability to let someone else worry if you have work or not is far too comfortable.
~95% of businesses fail in the first 5 years. Have fun.
You are right about some people being too comfortable (or not knowledgeable on how) to start their own business, but that's not the whole story.
A business will always fail if it doesn't have the quality employees to run it. A business cannot function without employees.
Just because one side has more risk upfront doesn't mean they should keep the vast majority of the profits for themselves, forever. Long-term it's still a team effort.
There's nothing wrong with sharing the wealth that's produced from the effort which is done by all.