I'll provide a counterpoint. I have a corporate job that pays pretty well and I am very happy with it, to the point that I wouldn't consider leaving it outside of a ludicrous offer. I love managing people and complex projects involving wide variety of variable inputs. I love a global organization. I am enthralled with coming to work everyday and being able to pick any number of opportunities for a) improving people's lives, b) streamlining business process, or c) creating new business opportunities. I'm only one step removed from CIO and I have a boss who encourages me to run my org (currently 60 people) like a startup. I am encouraged to learn about customer development, cutting edge technology, business law (mostly contracts at this point), and all sorts of semi-random business processes. I love the chaos of it all, and I especially love that I am trusted enough to be autonomous. I feel like I'm running my own little company... that just happens to be inside a Fortune 200 global mega-corp.
Sounds like you have a great gig, but real entrepreneurship and intrapreneurship (which is what you are) are very different beasts primarily because of risk:reward.
Your risk is lower but so is your upside.
And that is one thing that entrepreneurship/startups offers - the chance at building something and being rewarded big (albeit generally at insanely high risk)
Mostly true, but... it depends on personal values. For me, the lower risk rewards me with consistently high quality (and regular) family time. That said, I am granted enough flexibility that if I come up with a saleable product/service idea I am allowed to pursue it with company financing. The odds are extremely low that any idea at all relevant to our operations would end up with a huge payoff, but the odds are much higher that my work will payoff in incremental business wins, and I'm ok with that. I'm not in it for the money [as long as the money is stable and my income has a positive slope].