Sometimes you see or believe something that others simply can't or don't, and you want to do something about it. Trying to find a (usually narrowly-defined) job that lets you work on these things can be very hard because there usually has to be someone looking for solutions to these hard-to-see problems, and you sacrifice a bunch (more) of your autonomy in the process.
Founding a startup is a great solution to this problem; convince some capital that you have deep conviction and competence to make a material change in the world and put in your own elbow grease to prove it. If you are willing to work hard you don't need very much money to amplify the impact of your own decisions and efforts and the snowball grows, attracting more resources along its path.
It's still really hard to do, but founding a startup remains one of the best ways to prove out a hypothesis in the real world and achieve actual change, while still allowing for a decent income even in the event of failure. It is worth it if the mission is compelling.