The best entrepreneurs have balanced their risks.
Entrepreneurs who drop everything in their lives to bet it all on their new venture are actually LESS likely to succeed (statistically speaking) than those that approach their new business cautiously, with large safety nets and well thought out back up plans.
Not having your entire livelihood and future wrapped up in a single bet allows you to make that bet a little more ambitious.
Warby-Parker is an example of a very successful business that was designed from the ground up to be as risk-free as possible. The founders all had other jobs for years. They made smart and small investments. They were able to weather early storms.