With startups, you can fail (and try again); in academia, if you fail, you fail.
In short: with startups, if something is not working (or you totally lost belief in it), you can quit a project without quitting startups for good. In academia, if you want to stay, you often need to stay in a miserable conditions 1-3 more years (e.g. to finish PhD, postdoc, etc), just not to get kicked out for good.
Moreover, with startups, you can start your group being 20, without anyone's blessing.