More than 50% of small businesses fail in the first year of business according to well published and cited industry data. These are all people who tried to "invent their own futures" and it did not work out. That also doesn't mean that the remaining percentage were successful. Many of them have their owners working much more than corporate full time for less money then they'd be working on a cushy 9-5 job.
For an opposite anecdote to yours, a family opened up an ice cream shop around the corner. They had good business and made ok money, but closed after 2 years. Why? Not only was the end of the day profit not great, they were heavily sacrificing time with their own family in order to run the day to day operations. They could have hired more people to handle those day to day hurdles, but that would have meant almost no take home pay.
We should encourage people to "invent their own futures" but we also have to be realistic, because we don't have good safety nets for what happens when inventing your future fails, which means you have to make your own safety net. It's also not always trivial to re-enter corporate gigs after you've been doing something else for years, especially if closing of your small business has burned you out.
It takes much more than just a good idea to make a small business succeed.