As either a noun or verb, venture implies risk. Your family won't like it if you leave school to go on an artistic venture. Those who chose to venture off school grounds were never seen again.
You've probably noticed that venture is a shortened form of adventure. This happened sometime between 1100 AD and 1400 AD during the time that Middle English was spoken. While the two words are similar in meaning, when you subtract the "ad," you lose a teaspoon or two of fun, and add a heaping tablespoon of risk.