I work for myself, and I would and could never go back to a traditional employment position. Once I got used to making lump sums in amounts bigger than my previous paychecks, it's hard to rationalize it even with the volatility. For me, working for myself means prioritizing/managing my time, and investing wisely so I eventually don't have to do anything I don't want to do, and I can just continue to both build and live off of my wealth.
I have friends with six-figure incomes whom are house poor. I have friends that make less than half of that, but manage to save and invest more than the above group. The older I get, the more I see the wisdom in "It's not what you make, it's what you save".
For me, I'm saving/managing my time and making more money, so it's a no-brainer.