(From a comment I wrote below)
>Legitimite employment might not give them the needed liberty to do what they see fit.
That's true; that's why I tried to qualify it with "generally". There certainly are some very intelligent, skilled people who are capable of finding legitimate employment and instead choose to immerse themselves in the criminal underworld, for various personal reasons. In practice, though, I've found them to be pretty rare.
Even among the ones who do have a desire for ultimate liberty and who see themselves as above the law, most feel like the risks greatly outweigh the rewards. Some temporary liberty in exchange for likely many years of zero liberty in a prison cell isn't a great deal. Especially when it's so easy for them to get a comfortable, high-paying legitimate job. (Admittedly, this trade-off may differ in places outside the US, where good jobs may be scarce and criminal activity may pay very well and almost always go unpunished. Assuming one has no ethical compunction, at least. Or feels certain illegal actions are ethically justifiable, like how many hacktivists feel.)
I'll also add as a note that another potential explanation could be a criminal record. Someone may have all the necessary skills and experience, but may not be able to get one due to past criminal convictions.