At CMU you are free to do what you want with your spare time. There doesn't necessarily need to be a class for teaching start-ups. A class can simulate anything (DDOS attacks, power outages), but whether or not that simulation is a reflection of reality once the student leaves the classroom remains to be seen. Furthermore, if you need a class to learn something, then there are many hard lessons waiting for you in life.
The reason you get a CS degree at CMU is to become a better problem solver. It's a very difficult course of study. When I was there about 1 in 4 students dropped out of the SCS program. If you make it through the program, it is a badge of dedication, and you are definitely transformed into a problem solver. The environment in which you use these problem solving skills - at a start-up or a large corporation - should never be an issue, nor should it require explicit handling.
Often when I see a start-up populated with dropouts I'll think "They couldn't even make a 4-year commitment? Does that mean they'll only stick around here for 2 years before they split?" And that is often the case. The infatuation with dropping out and start-up "culture" is purely romantic.