[nextlevelwizard]

Because the hardest part is finding clients.

I could say good buy to my (comparatively) low guaranteed salary to "setup my own shop", but my current employer wouldn't take me as consultant since we have a rule about size of companies we deal with. So I would have to start looking for new client(s) from scratch without any guarantee I will find even one.

[benjaminwootton]

I think this is it. Surely almost everyone aspires to do it at some point, but finding and winning the right type of customers is very difficult.

[Justsignedup]

And to note, by the time you're well versed enough to set up shot you likely have life obligations that prevent you from living for no income for a few months to kick the tires.

And also there's a big difference between doing and making money. Not everyone knows how to sell themselves. I certainly don't.