That doesn't surprise me at all. Paul Tracy from Champ Car tried out the Busch Series, but didn't do very well. Michel Jourdain, Jr. of IRL and Champ Car also raced Busch and Craftsman Truck Series. There were once rumors of Colin McRae going to NASCAR after leaving WRC, but those were all just that - rumors.
Yes, F1 is more money than NASCAR, but how often do you see a winner whose last name is not Schumacher or Alonso, or doesn't drive a Ferrari or Renault? At least NASCAR has more opportunities to win, now that Jeff Gordon's no longer championship material.