No offense to fovc, who I wish all the best, but you're assuming his company will be a success.
Like you can't blow out a candle without it being lit in the first place.
Most of the investors that get involved are likely to be in the US, they may have limited legal avenues to pursue if the company fails due to negligence or fraud and the founder moves back home.
Depending on the financial status of the founder, the US might have to choose between providing social support or paying for deportation.
I'm trying to compare it to the potential upside of any immigrant category. Entrepreneurs present some downside, but no more than any other visa/immigrant category. One heck of a lot more upside though, IMO.