That’s totally legit, but there’s a flip side, too. I was running my own business, but it wasn’t going anywhere. (I think after 5 years, I’d had one year in the red, 3 years of just barely breaking even, and 1 good year.) My spouse was working 2 jobs, one of which required a lot of evenings and weekends during the holidays. I “sold out” and got a high-paying job, and it made our lives much easier. Even doing hard work for someone else was easier than doing literally all the work myself. And a few years later when my spouse developed a serious medical condition, we had good insurance to cover us. I’m glad I got the experience of doing it myself, but I’m also glad I got out. There are still stressful times, but my current situation is less stressful than when I was running my own business. (There are, of course, other options like not working for yourself, but also not going for a very high paying job, etc. That’s totally legit, too.)
I was in that boat myself and totally agree, building a business was fun and exciting, but stressful in the same amount and not taking much (if any) of the money home for the good of the business wasn't helping.
In the end, after several years in the startup storm, I sold it out, landed a well paid job with cool people in my team and I'm pretty happy with my current situation, plus wife is also happy because I'm working from home so I'm always around.