Physical Danger
It's a risky business. Independent truckers fend for themselves. Many carry guns and gallons of Red Bull. When an indie is tired, they typically just...pull over. And nap. Most big rigs have a bed-like thing in the back and a small air conditioning unit that runs on light battery power.
Truckers sleep during the day and drive at night when they can—traffic is dramatically less at 5:00AM than at 5:00PM, so they can make better time, save money, and—in the case where they are hauling hazardous materials—carry less risk in case they hit a squirrel and...things blow up. That is, most people are in bed safely at home in the middle of the night instead of on the road.
But safety for indies is different, in that there aren't company-owned depots and/or big deals with hotels for bargain basement volume prices. So indies often get mugged—they're easy prey for road robbers and their trucks are often mini goldmines.
There's also the chance you might accidentally drive off the Empire State Building.