The conventional wisdom states, if you have a burning passion about the topic you're going to research on, go for it; otherwise, no, and I agree with that. I don't think it will add much to your life except 2-3 letters of a title, especially if you have written a thesis for your MSc which you probably are going to do since you mentioned you are doing research.

Mind if I ask if you have had any experience working as a software dev? That's what everyone else does (including me, even after my masters), and it is not bad because so. Can you elaborate on what you are afraid of if you transition to the industry?