In France, it seems there are about 5 million employees in micro-companies and about 9 million in companies with under 250 employees (wikipedia TPE/PME and pme.gouv.fr). Free at last! Free at last! Thank God Almighty, we are free at last! (Martin Luther King)
And a 200 employees company is already quite large. Un roi sans divertissement est un homme plein de misères
It's nearly impossible to start a workable small business without a decent stash of capital.
Of course it's not impossible, but even with microcredit it's hardly the open door you seem to assume it is. Most business don't become profitable for at least a couple of years.
As for employers - some are good, some are bad. Either way, workers do not have the same degree of control over their personal finances that employers do.
When your personal welfare depends on having a job, you're in a position of permanent political inequality with the caste which decides whether or not to employ you.
You seem to see this as a natural phenomenon, when in fact it's merely expedient and traditional.