Bacon, I find your "proper job" remark quite insulting.
I do have a "proper job" and am self employed, this involves me doing the exact job you are dismissing.
If you're self employed you can actually offset a lot of stuff such as vehicle fuel, wear and tear, postage, even clothes. So some would see this as a benefit not a down side.
Additionally, when your self employed, this means you can often choose the hours that suit. Not everyone needs Childcare if their children are at school, they can work between 9and 3 and still take and collect their children from school. Or maybe someone has younger children and a husband/partner home in the evenings to have children so they can go out and do some parties?
Not everyone has to "pay the bills" with their money, it's extra cash for nice things. Some people choose it for reasons that don't just revolve around paying the bills. Of course not everyone has that luxury.
You see, these jobs aren't like "proper jobs". You choose. It's not easy so it doesn't suit everyone, yes you have to work for your money. But I'd take doing it for myself, not answering to a boss, being able to have time off if my children are sick, have the school holidays off if I want, working my arse off and me seeing the benefit in my purse, not the company, over working for someone else any day!