Why would you try for a military career after an Ivy League education?

My friend from high school is graduating from an Ivy League university with a double major in Computer Science and Economics. He has many doors open for him, yet he wants to join the U.S. Navy to become a career Naval Aviator. His original plan, from early in college, was to work at McKinsey & Company, then going back to business school to get his Master of Business Administration. Things changed when he was accepted to Officer Candidate School. Do you think this is a smart move for him?