If a person has trouble getting a US work visa, wouldn't that person also have trouble freely travelling in and out of the USA?
No. Getting an immigrant visa for purposes of employment (E) is different than getting a temporary visa for purposes of a business visit (B-1), training (H-3), transit (C), or tourism (B-2). This is the same with most countries.
It's very easy to imagine a self-employed foreign entrepreneur who denied a visa to live in the US, but can easily make regular business trips to visit potential clients.