A PhD programme is ideally an opportunity to work on whatever you want, for years, in the company of smart people who are also interested in the same subject. You can use this time to try out different ideas and see if any of them take off. Having that shot is valuable in itself, even if you don't "succeed" with a research position afterwards.

Plus, sometimes new startup ideas, connections, or key skills come out of a PhD. The traditional approach is to found a startup directly from your research, but equally important is the role of PhD projects in helping you identify people who will get things done. If they flake out on helping write an academic paper, what will they do when you're working on a company?

Now sometimes a programme falls short of the ideal. You may end up teaching too much, you may end up working on projects you don't like because the funding is there, and so on. If that's happening, then that is a reason to quit. If you have an incredible opportunity that comes up and isn't compatible with continuing, that's a reason to quit. Just quitting because the grass is greener, though, does not seem like it will work.