When one choice is a very very very small chance at effectively unbounded money, the expected value of making that choice is also effectively unbounded, so the opportunity cost compared to literally anything else makes it look like an obvious chioce, meaning there's no actual rational weighing of an "opportunity cost".

e.g. "I could be an engineer, or I could be a billionaire. Which one should I pick? If I'm an engineer, I could have a nice career in the industry; but if I'm a billionaire I wouldn't have to ever work again and could just do all the software engineering I want, so it's an obvious choice to pick being a billionare."