Pro baseball players are not paid well. Only the very very very best get paid super well. And that's only if they've established themselves.
Kyler Murray is a perfect example. He has a fat contract guaranteed as a top draft pick in the NFL. His chances of ever even playing a single game in the major leagues is like what, 50/50?
Choosing baseball has a higher $$$ ceiling, but there's a huge chance his current contract is all he'd ever get.