When starting a business, if the idea is even reasonably good in a decent sized market and you stick to it, getting to $1M per year in revenue is not the hard part. In fact, after two companies of my own, it was almost too easy to get that far in each one. The hard part is making a decent amount of money at that revenue level because realistically you are going to have at least a few employees in the company to get there. ie: $1M isn't what it used to be.
In my experience, getting to $10M dollars should be the real goal and that proves to be quite a bit more challenging because this takes some real scale and the skills from 0 to $1M are quite a bit different that say the skills from $5M to $10M range....the job of CEO is completely different between the two and most people don't prove to be good at both types of the "jobs".....so the company hits a ceiling and never quite gets there.
As stated by another reply, part of it definitely is the shift from managing people to managing managers.
The other main shift is that the scope of what you are doing goes beyond what one person can keep in their head. You can't know everything going on any more and you can't be telling people exactly what to do.
The closest analogy I can come up with it that it's kind of the like difference between "procedural programming" which you can get away with for the $1M company as compared "object-oriented programming" for the $10M+ company.
You can't possibly know every detail of every object's design and at the same time you need to have techniques to discover how well all the objects in the company are being constructed and acting as the "system engineer" making sure all the "objects" (ie: teams) still interface together well.