Leading or setting up a business is a genuine challenge and requires leadership skills- most particularly people management. A level of emotional intelligence and introspective capacity that entrepreneurs should have. 

Entrepreneurs are the ones who take challenges in stride, adapt, and adjust plans to accomodate whatever problems to come up. 

Entrepreneurs can lead lonely lives and they are, more and more, facing too complex situations to deal with on their own without external (outside) perspective. Coaching allow self-alignment, focus, diligence, discipline, flexibility and presence. 

Your take-away from coaching is to provide also a safe place to have difficult conversations you can't have with peers, employees, family or shareholders.