I think the first thing to do is to unwrap the actual question hidden in there: "Why would anyone start a business if they can't profit from it?", because under capitalism ownership is really the mechanism through which you gain rights to the profits of a business.

This exposes the ideological core of the question: "Businesses only exist to generate profit". From this follows that noone would start them unless they can profit, which gives you the original question.

But this is wrong. Businesses do not exist to make profit, they exist to produce things. They generate profit as a side effect of how they operate under capitalism, but that's not their inherent function.

You can remove profitability from a company and it could still produce things, but you can't remove production and have it still be profitable. At least for most kinds of businesses people usually talk about founding in this context.

So with this in hand we have found our answer: People would start businesses because businesses make things, and we would like to have those things.