Actually, people with undergraduate degrees do quite well in many fields because training in philosophy allows for the broader understanding of problems, and their implications. Thinking deeply and analyzing the outcome before action is taken is an important skill to have in a lot of areas where relationships are complex. I recall reading an article about job satisfaction and compensation 10 years after college graduation, and that philosophy majors were happier and earned as much or more than all other degrees, primarily because they were management material.
That being said, it sounds like what you’re thinking about requires an undergraduate degree in physics, and a graduate degree in philosophy, because of the complexity of the subject matter. Physics is not something you can pick up “on the job” and in order to understand the implications, you have to understand the subject.
East Michigan University has articles on physics, ethics and public policy posted on their website that you may find of interest, and their program may be a good starting place to talk more in-depth with what your interests are.