Undergrads do have serious information asymmetry problems. My best guess as to the reason is that they don't have a lot of interaction with a wide range of people in the working world. They don't really have any idea what it'll be like to be adults. Incidentally, I think this is a big part of the reason undergrads at good schools gravitate to such a small number of employers (investment banks, consulting firms, and famous programs like Teach for America). Kids simply don't know what's out there, and so they reach for known quantities. And one consequence of that ignorance is that they don't have a very clear idea of which skills are most marketable.