It depends on your situation.

Part of mine is that I've had 3 bosses straight up steal money from me over the years. So the fear/pain of getting screwed by another boss is greater than the pain of starting a company.

Apart from that, I don't know about you, but I came to the realization of how short life is awhile back. You have 70 or so years to do your thing, then that's it. You're dead. For me at least, the pain of dying and not having done anything with my life, is more than the short-term pain of working on your dream.

So I don't know man. I'd say it's more what do you want out of life vs self imposing pressure.