The reason so many people are content with being employees, rather than striking it out on their own, has to do (at least in part) with their risk tolerance.
See, I run my own business (and was self employed for perhaps 10 years before that) and I've turned down acquisition offers on the basis that without having "FU" money, having a full time job is as risky as it gets. One source of income, other people get the control over firing you, no guarantees of landing another job within a certain time frame.. that sounds risky to me. (Not that I disagree for people in general, but it's all relative to what you're used to, I guess.)