Physics majors can certainly go on to do all kinds of strange things, even public policy and international affairs:

https://elliott.gwu.edu/pace

Physics training has been an invaluable aid throughout my career despite my grade in quantum mechanics. : >

I've felt for quite some time that an HMC physics major can do anything he or she wants. The mere fact of making it through the program attests to a certain amount of natural ability, but at least as important is the fact that much of what we learn is many methods of approaching problems. The flexibility and open-mindedness which results is of great value in (I believe) any career option, from physics to software engineering to investment banking. So, though physics doesn't apply directly to writing software, the training I got has helped indirectly in a great many ways, most of which I don't realize until I stop and think about it for a bit.

I would say, using myself as an example, having a Physics background is a tremendous asset no matter what field one decides to go into. I really think that the problem solving skills I learned as a Physics major have helped me in my Engineering work. Also, since Physics is so fundamental to everything else (perhaps my view here is a little jaded?) there is no way to go wrong by learning Physics first and then moving up to other disciplines. ('Up' in the sense that 'C' is a higher level language than 'assembly'.) And now seems to be a great time for well-skilled scientists here in the Silicon Valley. The group I am in at IBM is concerned with magnetic disk media and most of the PhD's are from Physics/Material Science backgrounds.

I was in fact fortunate enough to land an academic position... especially a relatively enjoyable one. Tenure is nice, too! My education at Mudd was a thorough preparation for graduate study... that was no problem.