As an entrepreneur there is one benefit that ranks above all others. Stability and a big paycheck definitely aren't it. It's a sense of ownership. It's a sense of owning your own destiny. I've talked to a bunch of other entrepreneurs and they share that feeling.
If you ask job hoppers why they left some of their jobs the story will be the opposite. They left because they weren't given enough ownership. They weren't included in vital decision making processes. When you have the ability to improve your workplace, you have no reason to hop jobs.
Most jobs don't actually give their employees this chance. They're filled with bureaucracy and ridiculous power struggles. That's exactly the opposite of the startup and entrepreneurship experience.
This really resonated with me. The most frustrating jobs for me, the ones that ended in me leaping for my life or being defenestrated, were the ones where I was under extreme pressure to deliver, but the schedule and spec were subject to capricious, unpredictable shifts out of my control. The ones where I had little say in the composition of my team or the methods we used to deliver results.
Ultimately, accountability for the outcome without the authority to manage the effort is about as frustrating as life can get.