Finished my PhD in quantum optics in 2014, but immediately moved to data science.
Why not physics? Full version: http://p.migdal.pl/2015/12/14/sci-to-data-sci.html
tl:dr: I wanted a fast-pasted field with more freedom. Physics is now stale (no fundamental changes in the last decades, compared to each year in deep learning; cf. physics in 1900-1920), and academia offers a rigid framework of grants and feudal dependence. In data science, as a freelancer/consultant, I get much more freedom. Even in companies, one is able to migrate in a matter of weeks, not years.
Money was a nice perk, not anywhere near to the main motivation.