Starting and running a business is an entirely different skillset from "doing the work" - even someone who could easily "be on their own" (think: plumbers, doctors, etc) really often prefer the salaried position where they don't have to think about "the business".

It's an older book, but The E-Myth Revisited is worth a read for everyone, a business is not a job. It's related, but it's not the same.