There are countless high net worth individuals (doctors, dentists, lovely lawyers etc.) spread across the face of the earth. Each of which was used to giving orders and not following them; because nobody tells these people what to do. Their favoured mount for their last flight was normally a high performance singles with turbine singles now becoming more commonplace. Flying high performance aircraft is not difficult per se, it's just that you have to be trained to do so. And if your main job is making money, how can you invest sufficient time to be trained and gain experience to avoid killing yourself? A proper custom built package will start you off at about two years, extending to four or five if you are not sufficiently committed. And then you have your next problem, who will ensure your licence, IR and Type Rating/endorsement is not just a bunch of paperwork to enable you to kill yourself? Who will be your mentor? There was some good advice above.
PM