Very, very few people from my Yale class did not go to some sort of graduate or professional school within 5-6 years of graduation. The ones who didn’t, however, tended to be creative types like writers, journalists, and musicians. Or people who went to work in their family’s businesses. Based on everything I know, Harvard would be indistinguishable from Yale in this regard. I happen to know several Harvard alumni who never went to graduate school, but they are all writers or journalists. Also one musician whose only graduate school was on a fellowship in France studying French literature the year after he graduated. (He wound up as an A-list artist manager and then CEO of a large management company.)
Hardly anyone, by the way, complains about this or says that the undergraduate years at Yale or Harvard were a waste.
My sister, who went to a similar college (Stanford), is a real outlier: she has had a great career as an investment manager with nothing but her BA in Spanish (and professional certifications she got without going to school). There are people who do that now, too, but they tend to be math or finance majors, not humanities types.