You don’t have an appetite to take risk. You love what you are doing and don’t want the stress of everyone being dependent on you.
The list is endless and there is no wrong answer. Normally, someone no longer wants to work for someone else when they have a burning desire to launch something of their own. They want to see if they can build a team.
Some people, (and I have a team of them within my companies!) are more comfortable in a stable situation helping someone else build a company.