You seem to have the mindset that freelancing is somehow not running a business, and that entrepreneurship is entirely different. I don’t see it that way. I’ve been freelancing for 17 years and I think of my business as a one-person agency. The only difference is that I don’t employ anyone but myself, so I don’t have to spend time managing people, and instead spend most of my time doing creative work directly with my clients. I run it just as professionally (and more economically) than any other well-run business.
It doesn’t feel like purgatory to me. It feels amazing. Perhaps you never had the chance to build up your freelance business to the level where it starts feeling truly free and fulfilling? Or perhaps you were never really doing it right, so you didn’t experience achieving your goals? Depends on what your goals are, I suppose. Maybe being a freelance writer is more difficult than being a designer?
I’m working with interesting clients every month creating stuff I enjoy. If I jumped into “real” entrepreneurship and started my own agency instead, I fear the level of freedom and satisfaction I get from work now would only diminish.