As with university recruitment, this isn't a case of "you must come from specific pipelines", but of "you must have done interesting research, have an interesting plan". It's just that those two criteria are strongly correlated...
I could have gotten something at a 'lesser' place, but my guess is they'd be even more likely to be disrupted by budget cuts.
Even getting one of these roles though leaves you in a position where the next guy who wants to save money can just axe the whole division and then you're on your ass and due to a general paucity of research roles and high competition, this can be very, very bad.
I went bog-standard industry and the PhD probably didn't help much there. My industry job largely wastes my training and research experience. In retrospect, I was foolish to get a PhD and people choosing to not do so are generally making the right choice.
My understanding from PhDs in the research business at major companies is that once you're in the club, it's a lot easier to get a position at another one.
(No, not me, I don't have a PhD.)
If there are general headwinds (i.e., research spending in general drops, which seems to have been an ongoing trend), there is almost definitionally more people getting cast off than there are actual researcher roles, not including new entrants to the market.
As with all things, the better off you do (very high quality lab, for instance), the more places you have to try to grab onto if you get cast off.
My peers from grad school have gone every which route, industrial labs, academia, more applied research-lite positions, finance, and fairly direct software engineering jobs. A decent chunk that started in academia or at labs have migrated into more standard software engineering roles. Personally, I really miss research, but it is what it is.
Research Scientist positions are also embedded in product teams in Google IIRC, certainly less "prestige" than DeepMind though, and probably easier to get into
(Also for the broader audience: Harvard here probably carries less weight than the likes of UT Austin)
Personally knowing a couple PhDs who did the rounds, it is highly competitive.