Seems to me that in a competitive environment it would be. After all, if hiring you is so profitable, their competitors should be bidding very high for your services. And if there's a large supply of very profitable employees compared to employers, it would be very profitable to start a new business or expand an existing one.
It isn't just the skills, it is also the environment. Take Facebook as an example. Suppose that you code for Facebook and they are making record profits. Could you leave Facebook and go to MySpace and generate the same profit for them? Not likely. Facebook could replace you with somebody equally skilled and still generate the same profits while your skills could completely fail to produce results elsewhere. The value is not in YOUR skills, but in the name brand that Facebook commands. A mid-level employee at Google could not go to AOL and have them turn the same profits per person either.
Similarly, I design chips for a living. I have worked on some projects that generated a nice sum of money. However, I could not take my skills and guarantee that same profit for another company. My current employer has big-name brand recognition and a reputation. Those things account for a lot.
I am also crippled in that I cannot even easily start my own business. Even though I could likely design an entire chip from start to finish with my skill set, it would take me several years to do so without help, and the license costs for the tools would be in the seven-figure range each year.
This reminds me of the old Communist theory. Yeah, the proletariat actually MAKES the products, but the proletariat can't do a damn thing without the engineering, plans, factory, tools, and distributors of the bourgeois.