well one of the downsides of going after things that have better payoffs such as owning your own thing is that if things go sideways, you are in a much worse position that you would ever be in from just losing your job. My friends who own their own businesses are generally a lot more into their work than people who just work at some firm, but man they are stressed the fuck out during the lean times or a downturn in the industry.

I don't think this is exactly what you are talking about but I do know that being a slave to the grind does have some benefits like peace of mind once you clock out :)