My general view is that if you have a passion to run your own business and you're young, single, no kids, there's no better time to at least try it. If it fails, at least you never look back wondering "what might have been".
And in our industry, business relationships are much more flexible. Jon's just a Skype window away for me to ping him on any number of things (from music composition to medieval history to game design to birds).
It's one of the great things about our industry is that we enjoy what we do. It's not commonly known but Derek (Kael) isn't natively from Michigan. So while he looked for a house, he lived with me -- for over a year. Talk about having a blast. Game geekouts.
And that is before you even get into the inter-company talking. There's so much cross pollination in ideas, talk, etc. It's amazing. The FE music was done by the same guy who did the Civ V music (for example). Soren (Civ IV) and Jon and I and Derek talk regularly about all manner of stuff from how to do rivers in strategy games to economic systems.
People in our industry are constantly working together. The GalCiv II music was done by the same guy who did the Age of Wonders music. And speaking of Age of Wonders, me and Lennart (Triumph co-founder) worked together on getting Age of Wonders 1/2 ready for digital distribution. And I won't even go into the blurry lines between Stardock and Ironclad where I couldn't tell you who did what because the integration was so complete.
The point being, we make games, we like what we do and unlike in most industries, there is little concept of a "competitor". Hence, the lead artist on Legendary Heroes is the same person doing the art for At the Gates.
Hence, Jon didn't leave Firaxis on bad terms. He's still on great terms with everyone there that I know of. He just didn't want to keep making Civ games. So he came here and helped us on game design issues (creating a better way for game design to get done -- Stardock is traditionally an engineering company) and helped team us up with lots of new people. Working with him has and continues to be a pleasure.