You clearly don't have experience in law firms. White shoe Wall Street lawyers, for example, generally can't just hang their own shingle and do corporate M&A as a solo practitioner.
Law firms get started somehow. None spontaneously appeared. Besides, what better way to prove one's worth than start a competitor and kick the former employer's behind?
That last link is the American Bar Association explaining how to do it.
(Experience in law firms may actually work against you there. In big companies I've worked for, none of the people working there had any idea how to start their own business, and would try to convince others it was impossible.)