If everyone starts his own business, who will be the workers and employees? Also, not everyone has the inclination or capital or ability to be a boss.
End of the day the the bosses will always be the minority, and employees the vast majority. Trouble with capitalism is power is always in the hands of the few, resulting in exploitation of the masses, suppression of wages, and funnelling of profits to the those at the top. End result: rich get richer, poor get poorer, middle class fight rising inflation with stagnant wages, income inequality widens. Which is what you see today in most capitalist countries.