This is a faux contrarian opinion. If someone is asking Sam Altman what to do, it is far more likely than not, they define ambition as starting their own thing. If thats the case, learning start-up stuff is likely not going to happen at a place like Microsoft. So he says go somewhere that can educate you in building from scratch.

It's pretty clear he isnt knocking the old guard, but answering the question in the the way the person asking it was likely anticipating.