If I have to use this frame, the game I play is "Be happy" fundamentally. A way to do this is "Spend time doing things that makes me happy". I'm happy if I agree with what I do (not sufficient, but necessary). Let's assume one needs money to live (another game, this one imposed by society). A way to earn money is work. Work could be purely seen as a way to support one's free time. But work usually takes a lot of time so I'd better have one that makes me happy.

I currently work in an open source company so doing non open source would be a downgrade. Now, nothing would prevent me to softly transition, with part time for instance. I can try making "trying to start a business" not too risky.

So, play to play or play to win? I think I play to win, the question is which game I play?

Running a business will certainly not be the game I play. That would be a means, not an end. A means to spend happy time while also playing the game imposed by society.

Now, running my business will need to be more fulfilling than my current position, and the bar is very high. I don't get to work on exactly what I decided and schedule, while very flexible, is imposed, but everything else is great (including nice people to work with, interesting and useful stuff to do, open source, many days off, ...).

You nailed it with your remark about motivation and burn out. I can work on non open source code (for instance for internal stuff), but I'd not be happy with proprietary software targeting end users (against my values) and I'm more happy if my time is spent doing open source.

Something causing burn out is in fact a move one can't play.

Now, open source, if not the easiest path, has its business advantages too. More and more (public) places requires, or favor it. If you happen to target these places, you may be advantaged against your non open source competitors.