"Give" is the key word here. I can have all the confidence and competence in the world, but no one is going to lend me the $2 million it would take to get started on my own. If I had a quarter of that myself, I could retire now, so what would be the point?
Doing it through Corporate channels at one of the majors creates two problems (1) they wouldn't pay enough to "retire in a year"; and (2) there is too great a risk that they would resist some of the necessary changes, dooming the project. And, as you say, I don't have the track record to get hired by the majors.
But the real point here is that how "hot" I am or am not is irrelevant. I could name so many people that you and I would both agree are "hot", but are "underemployed", to put it mildly, that it seems crystal clear that "working in the business right now" doesn't prove you're hot or not.
This whole discussion started about the potential value of an AM station. The current ratings prove that an AM station can be worth more than any FM station in a market.