I have, for over 10 years. Nobody ever promised me as an entrepreneur it would be a fun and secure ride start to finish. It wasn't, yet I am very happy and content.
For those who do not like the "risky" nature of it there are stable careers to choose from with monthly paychecks and health insurance.
Who ever guaranteed each and every hardworking software/tech business owner a $100 million exit event handed to them on a silver plate by a VC firm? Entitlement is not a path to happiness.