It is 100% garden-variety pedantry. Everyone knows the meaning of "work for myself" and no-one is confused about to whom one has obligations. This entire thread is just "well ackshually whoever pays you is really your boss when you think about it!!"
Do they? I would disagree that everyone knows what that means. "Work for myself" often just means "nobody can boss me and I can work whenever I want" which is not the reality if someone pays you. Some of the most stressful and least flexible jobs are one-person businesses working for client.
