I'm econ undergrad -> DS -> Machine learning. Econ is very useful for data science if you focus on the right subjects: statistics, math, and experimental design. You get all the hard skills you need to interact with data that a statistician or computer scientist gets, with the (significant, unique) benefit of learning how to ask the right question or design the right experiment given what is likely a messy, weird, social scientific question.
On the other hand, if you don't do any quantitative, empirical, or experimental economics -- i.e. you only do theory or political econ -- then you won't pick up these skills (as much).
On the other hand, if you don't do any quantitative, empirical, or experimental economics -- i.e. you only do theory or political econ -- then you won't pick up these skills (as much).