Corporate jobs often don't offer those things. You usually build what others tell you to build, follow orders and have little voice in your own future.
Can you imagine if the team at 37 Signals had corporate jobs? They wouldn't be rock stars, they'd be cube-dwellers with no blog, no chance to make big changes, with vague titles like "Lead Web Designer" or "Enterprise Architect." David Heinemeier Hansson wouldn't be known as the designer of RoR, he'd be that kid who came up with the non-corporate-standard framework that got mothballed after he was laid off. The people left would complain when they got assigned to port his weird "Ruby" apps over to Struts.
Entrepreneurs, from the person who opens a McDonald's franchise to an Ivy Leaguer seeking millions in VC want more or less the same thing, and for them an "exit" is often just icing on the cake.