It costs virtually nothing to start a business that manipulates data as its main business model. The obvious reason computer science students should learn about entrepreneurship is because they have the best chance of learning how to build a business early in their careers simply by attempting to do it. They do not have to raise significant capital to get the business off the ground. The barrier to entry is high for biology, chemistry, or physics students who would like to start a science-based business.
There is a less obvious link between learning computer science and entrepreneurship, however. Developing a program and developing a company have a lot in common. When I sit down to write a complex program I know, before I even begin, that there are some things that I will need to accomplish that I have no idea how to do. I won't even know exactly what needs to be done until I have made some progress in earlier steps and get some feedback from the running program. That sounds like an accurate description of starting a business to me.
When I introduce a complex programming project to my students I tell them that there are many paths that they can go down. To be a good programmer, one has to be able to venture down one of these paths and, if they decide they have made a poor choice, back up and start again. The best programmers do not fear throwing out work that they have spent a great deal of time and effort on. The best programmers look at the journey down the wrong path as a learning experience. Inexperienced programmers bend over backwards to keep the code they have been working on even when they know it is not the best solution to a problem. They cannot bring themselves to throw out hours, days, or weeks worth of work. The worst thing that a programmer can do is to become paralyzed with the fear of failure. When there are an overwhelming number of options or paths to go down, one must choose one and start walking. They might not have chosen correctly but they can't know that until they start.
One of the great things about computer programming is the tight feedback loop that a programmer has. A developer can write some code and be able to test whether the decision they made with that code moved the program forward or not. Once a developer sees some running code that verifies their understanding of the system they look at the problem in a new way. They understand how the small piece of the solution that they just tackled will influence the rest of their work. They can now see a couple steps ahead that they couldn't see before. All progress is made by having confidence in an initial idea and then moving down the path a little farther than before (or, realizing that the initial idea was not the best, starting over with a different idea). All progress is made in baby steps.
I am going through Steve Blank's 'How to Build a Startup' course right now. When starting a business one is also faced with many choices and paths. Startups should create a minimal viable product (MVP) that does not have all the bells and whistles of a production piece of software but has enough to get feedback from customers. Then, founders must 'get out of the building' and go talk to customers. This is equivalent to running one's program and taking a few more steps down the right path. I tell my students not to write code for eight hours before compiling it for the first time. They should write a few lines of code and then run them to see what effect they had on the system. This is similar to the MVP. Building a startup on an untested theory about what your customers want is like going too long in between compiles and runs.
Founders must not fear backing up and trying something new. This is called a pivot and the founders have to repeat the process until they know they are building the right business. It is common, even expected, that startup founders fail more often than most people. Most people have an adverse relationship with failure but entrepreneurs and computer programmers are used to it. Computer science students should learn about entrepreneurship because they are conditioned to try, fail, learn, and repeat. They are unwittingly trained in the skills that most entrepreneurs find to be the hardest to learn!