You try to tell them "It's ok, I can swim. If it rains I can go back on the beach for a while. There aren't any sharks here, at least not now. "
But they don't listen, they sail on.
See what I did there? The corporate employees can only see the risks, and greatly overestimate the danger. The swimmers (entrepreneurs) can't really convey how normal it is to them, to be swimming in those waters, to actually enjoy it.
This conversation happens a lot, where someone comfortable in their career can't conceive of jumping overboard and trying anything else. There's not a lot you can say, coming from such different points of view.