I have PhD in physics. Now working in IT startup team of five coders from various academic backgrounds. Been doing everything from app development to web, admin/ops, some elixir, lots of python. Currently working on a few machine learning projects, collecting data, making features, scaling infrastructure and so on.
Salary is decent, everything is moving a lot faster than at uni. Wouldn't say I miss academia as such, but I definitely miss working on actual fundamental physics problems.
I might go back some day to apply my new knowledge of operational data science. There's definitely a need for updated methods, especially in data heavy fields such as astrophysics.
Edit: To answer your question about what's better outside academia - I'd say for me it's the tighter collaboration with colleagues, better project management, clearer goals, more diverse team (in terms of educational background / role in company), and last but not least job security - I can live where I want, not where the next postdoc happens to be.