Then why are a ton of the core Rust devs still Mozilla employees?

Who? Name names please!

Those core Rust people could form such a consultancy. They have a ripe market of people willing to part with their cash for it.

Bird in the hand is worth 2 in the bush.

I agree the rust core folk could have done that and probably made a pretty penny. The issue is setting up a new consultancy business is more complex and inherently more risky than just taking a cushy job from the companies that will pay handsomely for their talents.