Who are some people who would have been great comic artists, but they had far more lucrative careers elsewhere?

A couple of Finnish examples come to mind...

http://finnishcomics.info/wp-content/uploads/2009/11/katjatukiainen02.jpg

Katja Tukiainen released some sweet and beautiful-looking, mostly (semi)autobiographical comics in the '90s and early '00s, but in the last 15+ years she's mostly focused on her career as a painter, I guess because it has been easier to make a living from fine art than indie comics.

http://www.kvaak.fi/images/articles/15092009125218-8.jpg

Sami Toivonen broke into the comics scene in the early '90s with a really unique B&W expressionist style, but later on he found more success as an illustrator, eventually starting a extremely popular children's picture book series with his wife Aino Havukainen (another former comic book artist) that was made into a movie last year. His comics work has been sporadic since the '90s.

Chris Cunningham could've had a solid career as a Simon Bisley imitator (he contributed covers and some strip art to Judge Dredd Megazine in the early nineties under his real name of Chris Halls), but evidently found his creative muse elsewhere.

http://www.2000ad.org/covers/megazine/hires/2.43.jpg