I remember Stephen King answering the point about his multi-million dollar fortune, he said "Well obviously I will leave it all to my children, and they will leave it to theirs, and it will filter down ... it will get spent eventually ..."
Can't argue with that really.
I have to say, if I was lucky and talented enough to enjoy the combination of ability, luck, and right-place-right-time coincidence that allows music and sports stars to earnm such vast amounts, I would simply enjoy it.
I think the financial inequalities in the world could easily be solved my governments and major corporations, rather than expecting high-profile entertainers to do it - I have no problem with rich people at all - apart from the roayl family, who continue to live off the state and support a load of 'no value' family members.