Why Don't PMs Start Their Own Companies?

This question was posted on LinkedIn and it was interesting enough that I thought I would give my thoughts here. Obviously many PMs do start businesses. Some are people with dream and use their developed PM skills to execute on that dream. Others are professional PMs and become independent consultants or a group of consultants, who negociate direct contracts with companies.

I have spent most of my time in Corporate America and have only recently made the move to working for a consulting company. This is of course not my own business, but I do in fact have far more direct and meaningful influence over the company than I did at X corp.

All of this said, one reason I think PMs stay with companies is that the money is found there. I want to run large complex projects one day and large corporations have the kind of bankroll that those projects require. As well, my professors might disagree, but well developed methodolgies work best at more complex organizaitons (though they can be taliored anywhere) and it is corporations who might have the willingness to implement those methodologies (and the need).