Speaking for myself, I like working for the man! I get to spend my entire workday (consisting of reasonable work hours) doing something I enjoy (Enterprise IT architecture.) Yes, "The Man" makes more off me than they pay me (they are a profit-making company, after all!)
But in return for the 6% Net Profit they report annually, The Man does all the things I don't want to, like Sales, Marketing, Legal, Accounting, Administration, Management, Benefits, etc. I don't want to do those things myself, nor am I particularly interested in figuring out how to manage somebody else doing those things for me.
I do well enough... I'm on track to retire comfortably at 50 after years of doing work I enjoy and working with people I like (and don't have to manage!), and I have a lot less stress than a serial Entrepreneur.
If doing all that scut-work, or managing others to do it for you, is what floats your boat, more power to you! But it's certainly not for everyone.