There's an ongoing barrage of, for want of a better word, propaganda regarding the desirability of entrepreneurship as a career choice. It's a mixture of a number of things - the promise of a winning lottery ticket if your startup becomes a unicorn, the fetishising of brutal hours and intolerable stress as a proving ground, the effort to rebrand low-paying work as independent hustle in order to save employers money on actually paying their employees properly - combining to create a consistent hum of bullshit. Entrepreneurship involves horrible hours, frequently pays shitty money, and almost by definition imposes an incredible amount of stress. It's a shitty deal, and I suspect that a huge amount of the propaganda we see is the output of people who can't bear to admit to themselves that they should have accepted their fate and gotten a regular payslip and a boss.
In the work I do, I get to see the financials for a lot of self-employed people. A significant minority are making far less than they would in almost any position they'd find themselves in as an employee - I've seen a trilingual coder earning less than minimum wage running a dropshipping company - and the small proportion that actually do very well always seem to have had considerable success as employees in their field before going out on their own. They take on a huge amount of risk, though - what happens if the company that provides three-quarters of your income goes with a different provider next year, or if a major firm decides to elbow its way into your market? In very specific circumstances, I can see the appeal - if you're a highly skilled specialist and know your market extremely well, then it makes sense to seek a bigger chunk of the pie. Outside of that, though, I see a lot of people running coffee franchises and small companies who are really not making the kind of money that would justify the risks they're exposed to.
MMM made a pretty pertinent point regarding paid employment: if you're a skilled worker, then it's an incredible deal. Turn up at a consistent time each day, produce competent work, and the people in the office down the corridor will pour money into your bank account for as long as you're there and they're happy with you. You don't need to worry about making sure the bill for the electricity is paid, or wonder whether you'll need to pay for an expensive software upgrade in a few months, or even question how solvent the company is (unless, you know, you work in those specific areas in your company). Just turn up at nine o'clock, work hard for about forty hours or so a week (in most fields), and if all goes well the money will keep pouring into your bank account.