Big tech is the opposite of interesting. You'll drown in office politics, something you probably don't experience that much at the startup. Scalability challenges are better but landing on such teams is tricky.
Considering there is no evidence for the need for ML engineers to ever go down, I'd say you be fine if this startup goes belly up.
I've done my tour at big corp and, personally, I'd like to avoid them for the time being. My very first job was at a startup, first employee. Still one of the best experiences I ever had.