Notice that I said most and usually, not all or always. A small fraction of them wind up in elite occupations such as journalism, entertainment, marketing, and government. These are the people who mold public opinion, and it's critical that there be some conservatives among them. Otherwise the mass media and entertainment industry will be even more politically correct and left-skewed than they already are.
Furthermore, having conservatives in the liberal arts is critical in order to keep alive the literary and artistic heritage of the West, i.e. so that Shakespeare and Beethoven aren't replaced by the Vagina Monologues and Kanye West.
that’s an absurd generalization.
Here’s another one. Majoring in the humanities is a statement that you come from a wealthy class that does not need for an education to be “practical”. Humanities degrees (and that’s what we’re talking about here, not “liberal arts” that of course includes physics, math, biology and chemistry) are training for being in the ruling intelligentsia and it’s something people are born to. If you need for your degree to lead to a specific job in a specific field, don’t major in History. If you will need in your life to make big decisions, and in doing so it will help to understand how society and civilization function, do major in History.