The reason why business owners keep the profit is because they shoulder the risk of the company. If the company fails the owner has much more to loose than what an employee would loose (his job).
We could argue, however, that employees take on additional risk, without any potential profit, via personal debt. When they loose a job they also can loose much as they won't be able to repay their loans.
As an employee, it's important to be mindful of the sort of debt you decide to take on as it will need to be repaid. If you're not a business owner then don't take on the risk of owning one.

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