Why don't many developers develop their own applications/internet-based services and prefer doing a job?

Many developers that I work with have no such plans for their future. They prefer doing their regular jobs and code for others.

-- Edit --

Thank you for your wonderful responses, but what I mean is why don't they build something that can help them start their own business, or even just give them recognition.

I know a single developer can't build Facebook, but a small application that can help people solve their daily life challenges. Something like Codepen.io (just an example). Is it with finding the idea?