I would love to hear more about the challenge (if exists) you had when leaving the military. I have to agree that military is a comfortable job, but I want to do cool things with companies like Tesla.
For me, leaving the military was an easy and almost required choice. The system for analyzing performance, position, and growth is extremely bureaucratic. I won't go into the many pros/cons with this, but can say that if you're someone with a high growth ceiling than you're going to feel very stifled and inflexible.
Simply put, the military did not allow me to grow into my potential at the speed that I could both add value and succeed for the military and myself. I received many promotions (E5 in 2yrs) and decorations. I went through 3 combat tours in 4 years (way above average).
I was accepted by a university near the end of my 4 years and promptly exited stage left.