They don't encounter this much difficulty, but at least they encounter some difficulty.
The main point is, the freedom that comes with working for oneself, even though it cost alot most times, should never be underated. Being a self thought demands alot, which only those who are disciplined enough can achieve, if things eventually turns out good. But the whole process of learning and building takes a longer time compared to when you only aim to work for someone. But at the end of it, there is a price to pay, which is freedom, both financially and physically, which makes turning hobbies into profits way more harder.