It varies from individual to individual. Some people can't focus well on a side project while working full-time, either because the full-time work eats up all available energy/time or because dissatisfaction at work leads to a low-level depression, making it hard to get motivated to do anything else. (I've been in both situations.)

Sure, finding a job that is both rewarding and non-all-consuming such that you can work on side projects too (ignoring any IP ownership issues) is a great solution, but not everyone is in that situation.