Lynch has plenty of sense about money and business, he just doesn't care. He's fully aware that the nature of his work limits his audience, and he's okay with that. He just wants to create the things that he truly wants to create.
Your entire notion that Lynch could get whatever he wanted made by playing to the system is absurd given that Spielberg almost couldn't get Lincoln made as a theatrical film. Spielberg, who has changed the shape of Hollywood, and given it many of its biggest ever hits. Lincoln. Lynch's work is a million times less palatable to a mass audience, and a million times less likely to get major Hollywood funding.
All Lynch would have accomplished with your scenario was waste years of his life pumping out work he's not passionate about. Instead, he's given us beautiful and unique work. Blue Velvet, Lost Highway, The Straight Story, Mulholland Drive, Inland Empire...
The world is a better place because there are still romantic types like Lynch out there who are willing to go down with the ship for their art, and not just hacks ready to compromise themselves to get a better foothold in the cutthroat world of financing.