This. So much this. The exit is the lottery ticket. It'll likely fail.
But the real lure is getting to wear a ton of hats and fly by the seat of your pants. Any engineer in a < 20 person eng team is going to have a ton of exposure to how the business works, to making real-time decisions, and just generally being impactful. _THAT's_ why you go.
(And, that said, it's definitely not for everyone)