My only real data points are my own graduate school experience, but I haven't heard of anyone who was on a path to success in academia who didn't continue on down that path, or at least give it their absolute best shot before moving in. By success I mean maybe a post-doc or two followed by a reasonable shot at a tenure-track position at a decent school. This restriction is made in the same way that (I am assuming) pg is only referring to quants at decent firms, and startup founders who at least have an idea they can get off the ground. I seriously doubt that any kind of conformism at say, an ivy league institution, is because people who would have become profs there chose not to.
The abilities and skills that win math contests aren't identical with those that would do well in academic research, but I think there's a good amount of overlap.
In defence of my chosen place in a university: being a quant or CEO implies a different kind of confirmity, namely, to the strong requirement of generating revenue (or at least investment) in the short term. Though we're all pushed to get academic funding as well, I don't think we have it as bad as either of those two roles, and that itself allows a certain diversity of thought.