There are more significant issues than just losing face. Being at the head of a company is a huge responsibility because you have to deal with your employees welfare. Now, it may sound like anywhere else, but Japanese society takes responsibility very seriously. It goes both ways, but it means that the whole idea of having a small company for a couple of months and scrapping it if it does not work is not really doable if you need other people to work with you. You will look like a joke.

Also, being fired is still a significant stigma in Japan. Not just socially (which matters a lot), but also practically because most jobs openings in Japan happen twice a year, and because most big companies hate people who have "hole" in their career, even if that's only a few months.