I think it's more about education - being taught from a young age that entrepreneurship is a possibility and how to manage and make money leads to those people having a higher chance of starting a business.
And of course, families that are relatively well off and don't have to worry about basic needs can afford to teach their children that, while poor parents will most likely teach them to be frugal and that having a safe job and not taking big risks is of upmost importance (or not teach them anything - children will notice anyway).