I think the word risk in this context is a loaded term.

They’re only risking their wealth. In most scenarios this comes from loans or inheritance. Sometimes it’s savings, but let’s not get into class dynamics too much, and why only some get the opportunity save.

So this risk only leaves them as a worker if they fail, because now they have to get a job like the rest of us. That is what they fear the most. Becoming just like everyone else whose work is underpaid if their idea to exploit capital fails. The real risk is on workers, because if they call in sick, lose their job, or get hurt, they starve.