I used to think like you... until I started my own business.
People have no real clue how difficult it is to actually turn a profit in the real world with no safety net. It's literally damned near impossible... which may be why most people never really give it a shot and are, instead, happy to work their "lucky to pull in $40k a year" jobs.
Personally, I was lucky to get out basically breaking even on my original investment (if you don't count a hell of a lot of free labour). Just to do that I had to be good enough to be voted the town's favourite business three years running.
Went back to my public sector job, getting paid literally double the national average. Not to mention that I'm damned near unfireable and get over 2 month's vacation. It's shangri-fucking-la over here.
Countless people lose their shirts (and their homes, and their families, and even their lives) chasing the millionaire's dream. The economy would grind to a halt if not for all of the entrepreneurs risking everything they own and hold dear to put in thousands of free hours in the hope that it will one day pay off. And 99% will never make it happen. If the payoff when it did was a pat on the back and an extra half bath and a new Toyota, somehow I think you're going to have a hard time getting enough suckers to give it a go.
Anyway, the bottom line is always the same. If you prefer the life and career of someone else to your own, and especially if you think you could do better, then leave what you're up to now and go do that.