It's not quite true: places of employment that are ok with you firing a client, while they exist, are rare. When I was an independent contractor, I was loath to fire a client because they can be hard to find, but knowing I could and doing so was a good feeling. I don't know if the positive of that offset the mental stress of generating clients, but it was one of the positives. So was the freedom to work when you want. I now work remotely full-time for a company with an incredibly flexible attitude toward getting your work done, but I still feel guilty for running errands on "company time". The flip side to that is when I worked for myself, all time was potentially company time.

So it's all fit & personality.