Before everyone shouts that the correlation may be spurious, I would like to say that some drugs (e.g. Parkinson's disease drugs), can have significant psychological side-effects, like increasing impulsivity and reducing risk aversion for those who experience them. People leave their spouses, buy expensive cars, get tattoos, and yes, leave their jobs to pursue entrepreneurship.

My point is that it's not far fetch to link infection to impulse, cause infection may change the chemical functioning of the brain.