Absolutely. There is no business yet in which you invent money from nothing. Everyone works for someone else. It might be a capitalist boss, it might be a client, it might even be constituents or donors, but no one truly works for themselves. The only winning move is to not play, and the ones fortunate enough to not have to play were born rich. Being self-employed and/or owning your own business is just trading one boss for another.

Source: Was in private practice for a decade; now I'm a corporate attorney, and it's just a different set of people making my job hard.

I feel better about the things I do wrong, because at least I made the decisions and I can only blame myself. I can also choose which things I especially care about doing well instead of being subject to someone else's preferences. It feels better, but still yes.

And, as CEO of a tiny company, I have to interact with bureaucracies more than I did as an employee, so becoming my own boss didn't mean escaping that nonsense, anyway.