Perhaps the people you're talking to consider it a critical judgment on their own plans and prospects. I think anyone who starts a business appreciates how difficult it is and realizes it doesn't work out all the time.
In a way, they can't accept the idea that it's okay for you to quit—because it means that it could be okay for them to quit, too. Some people are only motivated once they've convinced themselves they have no other alternatives (or that they've at least found the local optimum in their configuration space.) Saying that a regular job is just as valid a path challenges all the cognitive biases and rationalizations they need to carry themselves through what can be a very stressful way of life.
