This is an oft-cited assumption that I would challenge. Is there really that much upside, or is it just wishful thinking? Surely, if you hired Steve Jobs, they might take your company to unprecedented heights. But would Steve Jobs stick around as a senior engineer at some random company? Would you listen to his ideas? You need to hire to someone to a job, there is likely innumerable people who could do it satisfactorily.
Surely the downside to getting it wrong is high, no disputing that. But unicorns are fantasies for a reason.