I think that there's a distinct bias in your question. The question pre-supposes that the default should be to get a job, sell your time to someone else and get cash in exchange for money. Why does that have to be the default position. You could rephrase the question, "Why would someone stay at their soul-sucking 9-5 job making money for someone else, when they could try and solve the money problem once and for all by making money for yourself instead?"

Job vs Startup, the issue is the same: you're trying to solve the money problem. It's two different solutions to the same problem. Many of us on hacker news think that the smarter way to solve the problem is by starting a startup/business.

Now, you also mentioned "join" a startup. I wouldn't leave a company to work for someone else's startup. I will leave my job to start my own company, however.