The salaries are taxed in a way that a worker cannot easily save money to start their own business, they need to beg bankers for a loan or go cap in hand to the rich people - and oh be sure they'll have to give shares to the business.

In the UK we used to have a nice route for workers to build up their start up fund - basically you could create a company and sell your (and your co-founders) services to other companies. You could pay yourself a small salary or dividend or both to be able to cover rent, bills and day to day outgoings and in a year or two you could have amassed sizeable capital while gaining expertise. As an example, if you wanted to sell Kubernetes based SaaS product, you could have offered Kubernetes maintenance services etc and learn what kind of pain points corporations have and then work on incorporating solutions into your start up offering. Problem is that government believed it was a tax avoidance and closed this route (IR35). Now you can still offer services, but you are getting taxed on revenue which has no advantage over just being an employee and taking forever to save money.

Say you have two startup environment. One where it is affordable with housing, education and most people could try to start a startup and another where those things are expensive and few can. Which one requires more capital and which one is more successful?

Investments are something you get when attractive companies are being created. Not something that creates attractive companies in itself. Plenty of countries have plenty of rich people but most don't stand out in terms of successful startups.

I'd think the rich people is a side-effect of successful pooling in finance. If you can get away with fees of >1% for "just" finding PE deals, that sometimes ramps up profits really fast.