That's not always true. It may look easy to start a company and make it at least a moderate success in Silicon Valley today, perhaps due to the easy availability of money and helping mentality from peer companies who would jump into trying your product and even paying for that because they themselves got easy money from cash rich, aggressive investors.

But it is not the case in traditional markets other countries where you have to put lot of time, effort, our own money and mental stress into creating even a moderately successful business.. On the other hand employees get relatively less strain and a stable income and an option to leave the company anytime and move to better higher paying jobs.

If you start your own company you can distribute equity as you see fit