Come on, he definitely has more money than he needs given his past employers. For someone with his creative output, he probably just enjoys having an environment to build and explore.
You can’t build “working with amazing people”. At least not in a short amount of time. I bet that this was a significant part of the decision for Andrej.
The overhead of maintaining and running things isn't interesting to most creative folk. They'd rather others deal with the minutiae (managing a company, etc) so they can focus on their thing.
No, money is not the only barrier to building things. I think karoathy could build his own lab if he wanted, but it would be years of doing things he doesn’t want. Why waste time running a business when he’d rather be researching?