To add some evidence - I co-chair PyDataLondon (3,000 members, UK's largest Python u/g, UK's most active data science group). I survey our members, our monthly attending group are 40% PhD, 40% MSc, 20% other, few have 5-10 yrs industry experience, the majority have 2-4 years. I'd argue that you need at least a relevant MSc + a couple of years experience to begin to talk of being a data scientist/AI engineer. Coming through data engineering in support of data science is a great route to get practical experience where there's a lot of job demand, at least in London.