This!! I came to the same conclusion, it's what I wrote about in my recent article "Financially Thriving Freelancers Have This One Thing In Common". Spoiler: the one thing is arrogance. People tell you it's one in a million and you have to have the "arrogance" to say great, I'll be that one. At the end of the day, these few lines encapsulate exactly how I feel. I'd rather be a crazy dreamer than wonder what could have been if I bet on myself.
I was surprised by how many people do not, in fact, know what working is! When I was struggling with wanting to be independent and support myself, but not wanting to work for a company whose values and actions I didn't believe in, I had so many people tell me "Well, just work for them out of spite -- you take their money when they pay you, and you can spend it on something good!". You have no idea how many people's minds were blown when I explained that no, I would not be taking their money, I would be *making* them money. That's the whole problem, if I work somewhere I am necessarily increasing their bottom line, or they wouldn't bother to hire me. A lot of people just exist within these societal structures without actually understanding their role. Wild!