If you're asking "why don't more people go into start-ups because these start-ups are doing high impact things themselves and therefore are good opportunities to have direct impact?", then I think you've hit on a valid critique that many people don't take seriously enough. I've heard some EAs mention it, but it is outside the EA mainstream.

Especially because most start-ups don't have a direct impact in anything altruistic. Yeah, there are some really cool start-ups out there that can change the world. There are also start-ups with solid business plans that won't change the world. And then there are the majority (in our times of cheap VC money) that won't change the world and often don't even have a solid business plan.