This is more complicated than it seems. You are comparing a job (HFT) with a pursuit (science). The actual comparison is HFT with academia (the job part). Academia is a terrible job and getting worse over time. Academics have been talking about how the job is bad and getting worse for 100 years. There is a long list of problems. Working in science is also an exercise of joining a community where your peers seem willing to put up with the terrible working conditions, almost to the point of masochism or martyrdom.
The other issue is that intelligent people tend to feel entitled to success, particularly if they succeed on traditional measures which rank them according to others. This makes them less likely to enter very difficult and uncertain fields when there are other options. Science is often inhumane in a sense, you can waste your life on the wrong idea, certainly many people have. You can also be right, but only proven so after you die.
Science also has developed a large swarm capacity, which reduces the ability of an individual to succeed and make an impact. The best example is deep learning... the explosion in deep learning research output is frankly astonishing. In real terms, a lot of researchers outside the field managed to drop whatever they were doing at the time and switch to deep learning research. Along with the excellent tooling, accessible hardware and data and low barrier to publication, there is literally a flood of papers. It is now very difficult to get noticed, and much harder to make any progress. This has happened in the space of one PhD duration. It is reasonable to assume this will keep happening as new fields open up. I presume it is because there are large numbers of people waiting for the next big thing, underemployed or underutilised in their own current work. In this scheme, research success comes to either those that found a field (even more difficult and unlikely) or have the best resources (often corporate research these days). Your talent, intelligence etc all become secondary. You can say that this is just 'rapid progress' and good for humanity. Maybe. There is also a lot of low quality work. But in the end one is an individual, not humanity, and you need to act on that basis.
All these factors conspire to send smart people away from science, and it is hard to blame them.