The distinction here is pretty dramatic with the example of bottled water.
Assuming that this business scenario is playing out in some country that has high-quality, well-monitored tap water, both of those entrepreneurs are in the business of convincing people to "solve a need" they don't actually have.
In this case, "don't change the world" means "notice that people are easily suckered into buying bottled water, and do that better".
Whereas "find and solve a customer's existing, urgent problem" could possible involve selling efficient and low-cost water purifiers (if people in some areas would prefer better-tasting tap water, I guess? I like mine), or more likely have nothing to do with drinking water whatsoever.
