It's a better path, for sure. But the true path to financial success is to own a large enough share of a large enough company that you can get paid a 100-1000x salary for one job, rather than a 2x salary for two.

In a risk adjusted basis, making a million a year even for three years can set you up for life. Starting a business has so much risk, and could be attempted after you have 1.5 million saved and sitting in some index fund.