I did consider the MN in the past but ended up working for a bank. To be honest, I do regret in some ways not taking a role as a a Deck Cadet but I'm not sure if I would have been ready at the time.
I have however passed the aptitude tests for train driving in the UK and been to a well-known FTO for an airline cadetship assessment (passed three out of four assessment areas, failed overall). Now, I don't want this to come across as sour grapes (it isn't) but having done both I was able to compare railway and airline T&Cs.
Cadet Pilot Assessment:
Cost - £295 plus travel/accomodation.
Validity - Must resist each time, except aptitude and maths in some cases.
Resits - Depends on airline, no industry-wide limit.
Location - Manor House in the middle of nowhere.
Train Driver Assessment:
Cost - Nothing plus travel, can be sat privately at a cost but ultimately not a necessity.
Validity: Up to five years depending on employer.
Resits - industry-wide limit of one fail allowed, cannot resit if failed twice.
Location - Second floor office in Watford.
Cadet Pilot Training:
Salary - Usually zero, though Aer Lingus may offer a stipend.
Cost - Often over £100k, though Aer Lingus if effectively free.
Financial Risk- With candidate.
Train Driver Training.
Salary - £20-26k first year, £35-42k second year.
Cost - None, though if you voluntarily leave you may get a bill for a few grand.
Financial Risk - With employer.
Given that train driver roles can have 300 applicants per job, the supply-demand side is surely in favour of pilots. However, the railways do have ASLEF who are not afraid to get a bit militant if needs be.
A pilot will earn more over a lifetime but they only break even at about 15 years in.