There are hundreds of places where I see inefficiencies and know I could make it better. It happens every day. But I'm also humble enough to know that superior capability does not mean that I'm guaranteed to make money doing it.
Two examples come to mind for me personally. First, venture capital. What they do (picking companies to fund) I could do better, guaranteed. I wouldn't fund zeroes like Lucas Duplan. I'd fund people with actual capability, not fuckups. However, VC is a business with a lot of variance and a lot of corruption (connections really matter) so, as to whether I'd actually make money, who knows? Given enough time and money for the noise variables to even out, I'd beat the leading players, but the world can stay random longer than one can stay solvent.
Second in that vein, games. Game quality is something at which the main players are failing miserably. I have no doubt that if I ran those studios, the games would be higher in quality. Would that automatically ensure more money? Fuck if I know. I don't know all the details of the business. I know that I'm better at one kinda narrow thing (technical excellence) but that doesn't mean I would run a more profitable enterprise. Maybe they produce shitty games because, guess what, shitty games make a lot of money for minimal effort.
Competence is only a small part of the equation. (If it weren't, then VCs all over the Valley would be calling me up every damn day to run their companies.) Connections and political leverage and just plain luck are also huge factors.
So, what people like me tend to end up doing (and this may be a bad strategy, but that's another discussion) is to try to stay fairly general in business scope while diving deep on a technical specialty. At this point, I'd rather climb the ladder at a boring company (and gain general technical skills and, more importantly, the relationships and credibility to advance later on) than start a potentially world-changing game company, knowing that the skills and credentials that come from the former are more transferrable. You can say that resume culture is the devil, and that it's making us all mediocre in our ambitions, and you'll be right... but I don't have the power to change it.
The real issue is that no one insures the careers of the people who start "real world" businesses. If fixing, say, the moving industry had the landing pad that being Staff Engineer at a Twitter did, then more people would do it.