I once asked an Oxford-educated post-doc, who had worked as a quant, "are you going to go back to finance?" He replied that he simply doesn't know. He wants to do mathematical research, but both academia and industry stifle such ambitions. For the former, unless you're in the literal handful at IAS, you'll have to waste the majority of your time teaching, advising, and writing grant proposals. For the latter, one lacks not only the time, but also resources for research (seminars, journal access, colleagues, etc.).
The critical difference is that working in finance (or any ad factory) provides less stress and much more financial stability. Of the professors I've known, many work obscene hours every day of the week. Society will benefit, but at what personal cost?