When you're running your own business, you work on the market's terms. The market is the most unforgiving, inflexible, demanding, and heartless boss of all.
But still, without that extra level of indirection of employer/manager between you and the market, the terms are not distorted and you have the freedom to interpret it in whichever way you want to. Of course, the consequences as well.
I prefer market being my immediate boss than anyone else.