Like Zuck? Drew Houston? It's easy to rattle off a dozen names who wouldn't have started their company if they'd worked at a big company for 5 years.
The correct answer is "figure out what works for you." And stop being cynical. It's really crummy to see Sam Altman, one of the nicest and most genuine people, dumped on here just because nobody here knows him.
I know him. Or I did, once. He's not the type of person you describe. Just the opposite: what sets Sam apart is how much he believes in you. You generally don't find it elsewhere in the world. It's rare for your own parents to believe in you in the way Sam does. So why go to a big company where they definitely won't believe in you or let you forge your own opportunities? And yes, you're right, you can spend years climbing the modern equivalent of the corporate ladder in order to get people to believe in you and let you take a risk. But:
in my experience nothing opens doors for you like having solid experience at a well known and well respected company.
Empirically, you're wrong about that. There are now over a thousand YC alums who prove you don't need it.
Sam is saying, "If you want to do a startup, here's what works on average." Nothing more.