maybe the reason why so many want to start they own business is because u can get fired for no reason. being it's own boss gives you at least the freedom to not always live in fear of being fired if you do something that the company does not want, like getting pregnant, i have read enough stores of companies firing pregnant women and i cannot believe it's legal to happen.
in europe at least that part is gone, you start your own company not out of necessity but out of motivation.
Do you think it's easier to start a company and that is has less risk than just finding another job? Also have you seen the world-leading benefits at places like Google?
America just chooses more freedom than government mandated security. There's some slight trade-off but it is nowhere near as problematic as media makes it seem.
in europe at least that part is gone, you start your own company not out of necessity but out of motivation.