I think the point they were making was it’s risky to join a startup, and it doesn’t seem like that much more of a risk to start a startup if you have the stomach for risk already.
There is a ton more risk to be founder than an early startup employee. A ton more benefits too, but the costs real. For one thing, if you are pre-funding, then you need to go acquire that funding without being paid in the interim. If you can afford that risk, then it might be good option.