You're right - that would be smart. But yeh acting ka chakkar hi aisa hota hain I believe - once you're in, you don't want to get out. I guess they never stop hoping/believing that they'll get back up there again.
They need some brains I guess - tum kisi ko bhi le lo yaar. No one has got success more than twice in the tv industry. And whatever they earn per shoe goes the same way - cause they need to maintain a certain regime of diet, fitness etc plus they need to hang out and pr toh hai hi. Three forth of the money they earn is already gone.