What if they find their architecture doesn't scale and they really can't handle it -- is it worth the risk of going under because you spent all your savings on servers and employees to handle this company-changing client, only to lose them immediately when things don't work out right away?
I guess that's why startups seek funding, eh? I'm not sure what I'd do if a Zappos wanted to sign up with one of my apps, honestly. Spend the money scaling up quickly for them, not knowing with certainty that I'd be able to keep ahead of their usage, or just turn them down?