For some people, work is solely a way to pay bills; those who work to live, not live to work.

I also think it's reasonable that while some people do like to be their own boss, others may prefer to be soldiers in an army (those on the front lines, doing the base work), as opposed to the ruler. Others want to be generals (management).

Maybe they're not comfortable in the responsibility, or just feel their abilities best align in a different work structures than those you may prefer.