I heard a radio interview (yes, good old FM radio, not podcast or streaming audio) where a businessperson being interviewed remarked, "If you thought working for someone else was tough, wait 'til you work for yourself." She then elaborated that each customer becomes your boss and when in business for yourself you have to run around to please each one of them.
Business is not child's play, but I think this lady's assumption is a bit crude nonetheless. As an employee your manager or boss can end your job with two words: You're fired. (Usually they won't say those words; they will just make your life untenable and constructively force you to resign). Your fate is in one or two people's hands. Every mishap, mistake and blunder you make is logged. Any challenge to their authority - no matter how correct you may be - is a cross against your name.
When you run your own business or consultancy, there will always be the next client, customer or deal. You can make a hash with someone and maybe that person will never deal with you again, but it's quickly water under the bridge as the next prospect comes through the door. While it's good practice to go to the ends of the earth to please every customer, you have the ability and liberty to tell somebody to sod off if they push your buttons. You will probably never do it, but you can live with the knowledge that you can.