I have no data for this, but I suspect an ethnographic study of gig workers would find their behaviors mirror that of entrepreneurs. If true, you can probably draw a lot of conclusions about gig work from all the other studies done.
In short, I suspect gig work is much more mentally taxing than typical work, since it isn't reliable or rooted in routine. I think that's why gig work is estimated at roughly the same percentage of the population as entrepreneurs.