Consumers value the benefits of efficiencies of scale, such as online ordering, being able to return anywhere in the country, rewards programs, being able to find consistency in quality wherever you are, etc.
It's also impossible to compete on price with bigger competitors. How can a small business compete with Costco? Technology has allowed the bigger players to wring out all the efficiencies bringing margins down to as low as possible, so it's only viable to start businesses that have higher margins, such as professional services.
Also anything that you can sell as high value, to support your high margin. Hence the craft beer, artisanal soap, etc. (see also Etsy and co.) But usually that doesn't require people to start a small business, nor do most of these etsy shops are really able to support/become one.
It's also impossible to compete on price with bigger competitors. How can a small business compete with Costco? Technology has allowed the bigger players to wring out all the efficiencies bringing margins down to as low as possible, so it's only viable to start businesses that have higher margins, such as professional services.