Since they're private entrepreneurs I doubt they have their bank accounts out in the open. There are also more authors in hentai that remain anonymous under a pseudonym, due to the controversial nature of their work and polarization about it.
I always just assume that there's more money to be made in mainstream work. However, in one of the interviews on the kickstarter, Toshio Maeda mentioned that H artists tend to stick around a lot longer than shounen artists, because shounen evolves so fast.
My 2 cents.