I am one such person, or at least I was when I began my career writing software way back in 2000. Oh well, write software is a loaded term, let's say I began writing programs. Simply for the reason you state above, more money than anywhere else with one caveat. There was this hunch that software is the future and there were more exciting stuff happening in software than in the world of let's say mechanical engineering, even in my backyard in Bangalore.
But, over time I got to love writing software and the entire industry as such. About 3 years in, I couldn't think of doing anything else. So yeah, there's no harm in pursuing something for the sake of money, because the odds are you will eventually fall in love with that path, assuming some of your qualities are suitable for that career.
But, not everyone finds happiness or satisfaction in a path that they chose for money and I think majority of them will be wishing they never had to be in that career.