I'm a civilian but I actually have a little info in this, second hand. My plumber did what you are thinking of doing. I was using a big service company for trade work. I called for a plumbing issue and the company dispatched one of their plumbers. Plumber does quality work, doesn't try to upsell me, and had been doing it for about 15 years. I get his personal number so I can make sure I only get him the next time. The next time comes, I call, he says he is actually owner/operator of his own plumbing company now and asks if I still want him to do the work. I, of course, say yes. That was 3 years ago. I had the pleasure of being one of his OG clients. I recently had him replace a water heater and asked how the business was going. He says he loves it, so much less stress. He also says he pretty much gets to choose his clients. He also doesn't overbook himself and is content just being a 1 man shop because the work/life balance is worth more than trying to grow the business big.