What you advice is what I have done. Go to uni, study an engineering degree, get a job, earn money, fly for fun and then slowly get the liceces via the modular route.
However, this has its own drawbacks. At some point in life you must make a decision and choose what you want to do. If you're constantly trying to leave too many options open, this may lead to a lack of commitment. In my case, had I not been working full time I could have finished my training sooner, before Covid, and now wouldn't be stuck with useless UK licences because of Brexit. Sure, my case is rather anecdotal, but still comes to show that not committing yourself 100% to something may mean you won't get there.
So if someone who is 18 now, wants to be a pilot, asks me whether it makes sense to study a degree first. Honestly, I don't really know what I would say.