By the time you hit residency, you are so far into debt that not having a job that pays $100k+ (eventually) is suicidal. That being said, some people do drop out.

I know one person who dropped out, but was at married to another resident, so has a safety net. Another resident dropped out due to a medical condition that prevented him from standing for hours a day and landed a job at McKinsey. Another friend dropped out and became a receptionist! Eventually she went into a residency for a lower stress specialty (surgery -> psychiatry).