Do math majors make better programmers than compute science majors?

My degree is in physics and I am a software engineer. At least from the limited sample available to me at my company, I would say that lots of quality programmers come from a CS background, lots more come from physics, a handful come from math (or similar discipline, like stats), and then there's a smattering of arts degrees and the like. I think CS, physics, and math all learn similar problem-solving skills, which are critical to being able to program. However, what CS learns the best is "how to write good code" - that is, in the course of their studies they typically pick up basic information about how to write readable, intelligent code respecting a particular paradigm (e.g. object-oriented, or functional) and can apply those skills pretty much immediately to professional programming jobs.

Physics gets that as well (though to a lesser extent) since physics and computers go hand-in-hand (pretty much every physics experiment in the last decade involves writing some code for automating something, logging measurements of something, simulating something, and/or analyzing data, and often that code gets partly written by undergraduate research assistants). I don't think math majors regularly get even this basic exposure to programming, and it shows when they try to make the transition into software development (as sloppily-written, unreadable code which often experiences bugs related to misunderstanding the language in which the program is written functions).

That said, it usually doesn't take too long (<6 months) for even a fresh beginner to figure out how to write reasonably competent code, and I think once they've got basic skills a math major can be just as good a programmer as anyone else (though at least from my observations, they aren't noticeably better than programmers from other majors).

higher GRE scores (a proxy for higher intelligence)

I think GRE scores are a terrible proxy for intelligence - they are intended to measure how well you've been educated on a handful of topics, not as a general intelligence test. The subject GREs especially can still be useful as a way to gauge how well somebody understands topics in their field, but that's not the same as intelligence.

philosophy be even better

I haven't met a philosophy major who programmed professionally, though my sample size is limited. I think the same issues that occur for math majors would probably occur for philosophy majors to an even greater extent, though.