In my opinion, wisdom is required, as no two cases are exactly identical.
An entrepreneur who is a startup and obviously hasn't any capital to scale up or maintain, and neither does the person have a backbone (support). Then I'll recommend that he/she should hold both option, I.e work for a firm to get funded while having his/her aspirations on front-burner.
However, if he/she has got a support to cater for basic needs, then that's an opportunity to draw all focus to his/her ambition.
Different people have different mind set - some are happy working for others some do not have stamina to work under others command.
So - whatever makes you happy it is good to go with it. But if you are doing a job - I believe you should be doing a side hustle to have something of your own.
It is difficult to compare between entrepreneurs and office jobs which is better, because both are actually different ways of making money.
There's nothing wrong with wanting to do both, so as you said in the end it comes back to each of us. Everyone has their own choices and
considerations, not necessarily what is good for us, will also be good for others. For example my sister and I were raised the same way,
but we both have different choices when it comes to how to make money. My sister prefers something sure and low risk, so she is more
comfortable working for someone else in the office. Whereas I can't stand other people's orders and prefer something risky, so becoming
an entrepreneur is my choice. As long as we live according to our own choices, the results will be good. So please ask each of us which one
makes us comfortable and happy when doing it, that's the best choice for us to do.