Most of them view it as a mercenary job, nothing more. They don't give a shit about finance itself, but they enjoy the money, they enjoy solving problems - especially ones that are seen as impossible - and obviously they also enjoy the deep technical aspects of the job as well. It scratches a lot of different itches and it's a very high prestige gig ("Wall Street", "Wolf of Wall Street", etc.) to boot.
Look at it another way: if they're out in the Valley, they're one of thousands of talented engineers, competing against gender disparity in a very competitive social arena. In NYC, they're young, brash hotshots working less hours for more money with all of the ego, bonuses, and cocaine that goes with it, in an infinitely more exciting city. Tell me which setup you'd rather have.