The は would not be an appropriate substitute for the で. This で is comparable to the use of で in a sentence like 明日でいいよ。in contrast to saying 明日がいいよ。
Here the nuance between で and が is relatively subtle. They both imply that tomorrow is OK. The で here gives the nuance that tomorrow is one among many days that are also OK, or that some other day may be preferred but tomorrow is also OK. The が has a nuance that says tomorrow is specifically being singled out as OK or preferable.
So to apply this nuance to the sentence
"What's wrong with a great hero being unemployed"
the で would add the nuance that, being unemployed is one among many options. What it adds to the logic of the sentence is the disclaimer that the speaker already recognizes the many other possibilities other than being unemployed and that these other options may even be considered preferable and clarifies that the speaker is not trying to say it is the only or the best option.
Don't get confused because you can also say 車でいいよ。and 車がいいよ and it is the same で as the earlier examples but it is not the same when you are using the で as a 'with' where you can say 車で行くよ but 車が行くよ or 車は行くよ has a very different meaning.