This is partially a collective action problem. It might be socially optimal for people to take more risks working on crazy ideas, but for individuals there's less risk in working for a large corporation on incremental improvements.
No, but if you can spend decades building up convincing PoCs and pitch decks without needing to worry about starving, rent or healthcare you are more likely too. Sweden is more entrepreneurial than most of the rest of Europe for this reason afaik
