Entrepreneurs play a big role in every society, including Denmark. They're part of the core in all countries around the world, namely the companies. It's them that create jobs and make it possible for the states to demand payment of taxes. It's them that end up with the highest salary if they manage to steer their firms in the direction of success. But It's a precarious living to be an entrepreneur, primarily in the beginning when it's often the economic aspects of being economically independent that plays a big role. They risk a fixed salary, they risk money in the start-up, but most important they risk time. Is it really worth it to run a that big risk?
Being your own boss will result in lots of freedom and other advantages, but having a job with a fixed salary is absolutely not a bad life decision. There's nothing like checking your inbox in the end of every month and seeing you have a new message, opening it and discovering it's a pay slip from your workplace. With a fixed salary job comes less responsibility and more regular tasks. Sometimes there just isn't time and space in life for a big and time consuming "activity" like being an entrepreneur. Particularly for young entrepreneurs who "earn while they learn".