If all you want is a career in data science, sure. But with a Physics PhD you (a) get those six years to study physics, which many people enjoy and (b) get to t

If all you want is a career in data science, sure. But with a Physics PhD you (a) get those six years to study physics, which many people enjoy and (b) get to take a shot at getting a research gig, and fall back on a solid foundation in a good career track. Not to mention a PhD makes your chances of not having to do something as boring as A/B testing advertisements markedly higher. If getting an art degree meant you could try and become an artist (with the same astronomically low chances of success you see today) and then immediately fall back on a solid career if you fail, don't you think it would represent a pretty good option? If you enjoy physics or math, you already live in a world with that possibility.