If you have just a few big clients as an entrepreneur, you’ll have to customise your product to satisfy a very few specific people, who may leave the company. Then you’ll have to change your way of working again. In short, big clients own you. You don’t have your freedom when you spend all day to please a big client.
On the other hand, if you have many small clients. You don’t need to change your way of working to please one client. If a client leaves, you still have many others. Because no one client can demand that you do what he says, you can be your own boss as long as majority of your clients are happy with your work.