I think doing a startup is risky for a lot of people in general. Comparing risk in the manner the OP did is poor. I think to succeed you have to have a certain level of risk tolerance. There are a lot more things to consider and compare than who risks more financially or in opportunity cost. Getting into a startup requires more commitment than that in my personal opinion.
Now if you're talking about risk appetite in doing things and jumping into a startup, then I'd agree risk is a factor worth taking note of.
Now if you're talking about risk appetite in doing things and jumping into a startup, then I'd agree risk is a factor worth taking note of.