In a way, my company is a start up, I was employee 9, there are now eleven, the company is only a year or so old (and I've been here for 7 months now.)
But they showed faith in me when I really needed a job, they hired me on the day of the interview and even paid me early when I was about to be homeless (again.)
I love the culture at my company, I love table tennis at lunch and Bacon Fridays, I enjoy my work and the people I'm with. Regardless of where I want to be in 5 years, why would I give all that up for a minor chance at being rich?