In entertainment and sports, success is largely disconnected from character. You just need to be able to hit a ball well, or have a pretty face, or be a good songwriter.
When these people becomes successful, it is a test of character because there are so many temptations. Many of them flunk the test.
In the business world, you’re more likely to have character if you’re successful. You probably worked hard for a long time, you’re probably pretty smart, and you probably got where you are by gaining the confidence of other people around you, who are also smart and motivated.
Then there’s the leisure factor - most wealthy businesspeople work hard and can’t afford the luxury of many vices. So they never get trapped.
A few more thoughts:
One of the salient psychological characteristics in entertainment and sports (as if they differ) is thrill-seaking. I’ve been on stage (only relatively early in life) and I know to a tiny extant the exhilaration that comes from hearing applause. It seems that it’s all too easy to get used to that, to need it – and when it won’t come any more, or you suspect that it won’t, or you’re just having a day when you need to feel it right now – well, that’s when drugs come in.
There are some businesses that encourage similar qualities. Stock traders, for example, are notorious for blowing elephantine quantities of cocaine. Those whose lives run by arbitrage, whether it’s interest rate swaps, currency trading, etc. are all much more prone to this kind of self-destruction. It’s a little less visible to the public, but that doesn’t make it any less real. These are also fields where, as in entertainment and sports, being a little big less makes an transformative difference.