When you get right down to it, collecting a salary is running a business with a client of one. So virtually everyone will start a business. I acknowledge the false dichotomy I submitted earlier.
But what you don't often see is one being willing to scale that client base to two. That is what I was trying to get at. Having two clients actually provides greater security than just one, as even if one client relieves you of your services you still have the other to help support you during the downtime. However, there is no free lunch. Two clients wanting your attention is orders of magnitude less enjoyable than just one client, and it only gets worse as you scale even bigger. There is good reason why most prefer to never scale beyond a single client.