I used to work for a small business so I got to see first hand what the owner had to put up with.
Customers that couldn't decide what they wanted, wanted things that couldn't be done, changed their mind after the job was done, even decided afterwards that they shouldn't have to pay the full price. Accounts receivable were always a problem; large customers refused to pay until 45-60 days out, small customers wouldn't pay until they needed another job done but somehow we were expected to pay all our bills within 30 days.
Employees were a problem too. Salesman who drank his lunch but never found any new customers, guy who clocked in earlier than he actually worked, loud arguments with soon-to-be exes.
Who needs all those headaches? I would never own a business.