The union is basically irrelevant to them.
The various unions and guilds in film/tv production are there to protect the regular workers who operate in often very irregular and ad-hoc circumstances.
Also - acting is a hugely oversubscribed job, most actors don't do acting full time. There are 10 actors for every role. Even good one's.
Even just 'working actor' - let alone 'millions' - is a very lucky position.
'Famous' actors are not helped by the union, they have agents who manage their deals, much like athletes and their comp. is a function of totally different things.
'Athlete's Unions' are actually advantageous to them, because they can leverage power against owners, but in that case it's 'rich' vs. 'rich' entities fighting over surpluses, and nothing is gained or lost for the rest of us, it's not a helpful basis of comparison for working-class unions.
Another benefit that seems minor to multi millionaires but occasion really makes a huge difference in these people’s lives is a significant pension. It’s unfortunately common for very rich actors to end up broke at some point making the security of knowing you’re never going to be poor even if they don’t stay rich a huge deal. That’s something managers can’t negotiate on a film by film basis and it’s an example where minimizing downsides becomes more valuable than maximizing total compensation.
The core misunderstanding is unions adjust to the conditions of the workers they represent. Collective bargaining is hated by upper management because it shifts more power to the workforce be that someone making minimum wage or millions. People think great healthcare when they should be thinking more worker friendly stock vesting schedules and other issues that impact highly compensated individuals.