Let's say I am CEO of a big job and my annual salary cross 10 million then I would be happy to take that job instead of a business that gives me the same 10 million revenue. 
Business is not just easy, it is hard and it looks like owners are doing nothing and just taking away all the money the company or business generates but no they worked for it to reach this stage and now they are enjoying their rewards and if you are ready to go through that then who is stopping you, be your own boss.
$10 Million is a fantastic income, when the income is that huge, I would choose to have a business instead.Business is not just easy, it is hard and it looks like owners are doing nothing and just taking away all the money the company or business generates but no they worked for it to reach this stage and now they are enjoying their rewards and if you are ready to go through that then who is stopping you, be your own boss.
If you work as a CEO, you can't avoid tax and your salary might deducted almost half because such salary will reach the highest tax bracket. If you have a business, you can do anything you like, you could count your monthly spending as your company expense etc.