To put it slightly more succinctly, it's not that some majors are more lucrative than others; it's that some industries are more lucrative than others. You should really figure out what kind of work you want to go into, and part of your calculus for that should be how much money you'll make, if that's important to you, and then figure out an academic path that prepares you for that. If you think of college as a black box that spits out a high-paying job at the end, then you're frankly in trouble.