I stuck it out in academia for (if I total it up completely), 15 years, before getting out and into industry. My experience matches yours--there's just so much interesting scientific work out there, and while some might argue that it's constrained due to the business priorities, the same applies to working in an academic group with specific priorities. Just like choosing a research group in academia, choose a company with priorities and interests which align with yours.
On the face of it, it's also a less risky choice. In academia, you're always fighting over scraps of funding, and you're always just one grant application away from a career failure. Just one rejected publication or failed experiment can end you if it causes you to fail to get more funding. While I wasn't a PI, I was made redundant after our group lost some of its funding, and I put some of that down to a paper rejected on utterly ridiculous grounds by a competitor lab. Petty academic politics. In industry, it seems that companies are much better at managing and mitigating risk. Projects are initiated with the expectation that they will have a high chance of failure, but that useful knowledge will be gained. Project managers will give projects a certain amount of runway and then make a go/no-go decision for continuation at defined points. You might run several projects in parallel and know that some will work out and some won't. Being on a "failed" project isn't a career-limiting move in that situation--you'll try your best doing some very cutting-edge stuff and your efforts will still be valued. Rather than being fired, you'll move onto another project and continue doing interesting stuff. It's much less stressful even though I likely work harder! And if the company stops being interesting, there are plenty of others to go to.
On the face of it, it's also a less risky choice. In academia, you're always fighting over scraps of funding, and you're always just one grant application away from a career failure. Just one rejected publication or failed experiment can end you if it causes you to fail to get more funding. While I wasn't a PI, I was made redundant after our group lost some of its funding, and I put some of that down to a paper rejected on utterly ridiculous grounds by a competitor lab. Petty academic politics. In industry, it seems that companies are much better at managing and mitigating risk. Projects are initiated with the expectation that they will have a high chance of failure, but that useful knowledge will be gained. Project managers will give projects a certain amount of runway and then make a go/no-go decision for continuation at defined points. You might run several projects in parallel and know that some will work out and some won't. Being on a "failed" project isn't a career-limiting move in that situation--you'll try your best doing some very cutting-edge stuff and your efforts will still be valued. Rather than being fired, you'll move onto another project and continue doing interesting stuff. It's much less stressful even though I likely work harder! And if the company stops being interesting, there are plenty of others to go to.