"But, 35% or so of my social group that are pursuing degrees in Physics are headed to Finance instead of research. I'd much rather seem them expand human knowledge than profit and live an easy life."

Are there enough research positions to employ the majority of current physics and math students? I doubt it.

If you choose Finance as your desired profession, and Finance sees physics and math as a good source of new talent, then it's very rational to choose a physics or math major to get into Finance. As pointed out in a sibling comment, upside to physics and math departments is demand that wouldn't otherwise be there.