It's difficult for some people to make the mental shift from selling their time to building a business.
It's reassuring to do work in return for pay. It's steady and as reliable as you'll get. Doing surveys feels like a job, but without the boss watching over you! Some people think that they want independence from the 9-to-5, but actually like (or need) the perceived safety and sociability of a job.
Building a business needs a more strategic outlook. That's easier to do if you've had experience as a manager, but as a 'shop floor' worker it's more difficult.
We're conditioned by both our education and work systems to work hard and to conform. Running a business is about working smart and finding a way not to conform, i.e. to find a niche (be it in the market we choose, or to do something differently so we are more cost-effective than our competitors).
Running a business is also a much more lonely exercise. You have to make tough choices (and be accountable to them) and there's not really anyone else who you can truly share that with. Again, that's not for everyone.
There are online earning opportunities whether you're an entrepreneur or better suited to doing a job. The former is probably better looking at blogging, reselling etc. The latter is better looking at search engine evaluation, surveys, usability testing and so on.
There is a middle ground which is freelancing: if you have a particular skill then the web offers you the chance to earn more for your time via marketplaces. That might be suitable for writers, graphic designers and translators - and also offers a way for the full time employed to make a bit on the side by moonlighting.