Suppose you go to industry with a Masters rather than a PhD, and then come back to get a PhD. Will you be on an even footing with other new PhDs for an academic career, or will that break after your Masters cause problems?
The problem some friends (who did this) found with this route is that by the time you've finished your PhD after working in industry, you have other commitments (usually family), which makes the relocation & relatively low pay of post-doc positions difficult to cope with. It's not impossible to continue in academia this way, but it is harder than when going straight to PhD from masters, and my friends who went this route ended up back in industry after their PhDs.