I did the same
Having worked for 7 years at a large compamy getting more and more frustated at half my colleagues being not very productive but earning the same as me I realised I will never make that much working there. Sure the quality of life was good, but the frustation from work goes into your private life.
And is it that big a risk? I know I will be able to go back and find a similar perm job if my start up fails, and probably get a big pay rise into the bargain - in fact, it may even be financially a gain to leave!
Time is not free
"Free, as in zero dollars"
Having just installed a Linux system after a 4 year break, I know it will do all I need it do, and in better ways than Windows. But it took me 2 days to get it up and running; this time is very valuable to me and outweighs the cost of a Windows licence.
Until Linux becomes easier to install it will not do well. How many users would rather click "install driver" or figure out the make command?