Companies don't value loyalty as much anymore. I jumped from job to job early in my career before opening my own business and working for myself. By far the best thing I had ever done, yes more stress, but being your own boss is awesome.
Things were much better when we were kids, thee eighties were an awesome time to be a kid. I don't even recognize my country anymore, it's changed so much... Sorry, got off point there, senility kicking in!
I think its' admirable that you've stayed so long with them, I never stayed with a company very long until I owned it.
I think my big issue with being your own boss is you still don't feel like your time is your own. I really feel like you should, but for some reason you don't. For example, I do computer work on the side. I always get a little annoyed when someone calls and needs something. Simply because I just want to go home, but I can't leave my client hanging, so I need to head to help them out. I don't like that feeling. It would probably be different if I didn't have the full time job too.