In my experience as someone who started and ran a small business for a few years now- entrepreneurship carries a lot of risks. Financial, social, and emotional. If you have a business background or previous professional experience with a valid business model - in that you can just execute building a profitable business from the get go and delegate the parts needed - you're set. But if you don't have capital or experience delegating, it can be a very painful process because you are now responsible for everything from hiring/management, operations, finance, product, etc.
It doesn't have to, a lot of the people I know started their business because they wanted to get away from that culture.