I'm nearing the end of my PhD in physics and I feel the same way. I've really enjoyed it and I'm absolutely OK not pursuing an academic career. I'm starting to lay out my plan for applying for jobs in industry - and I won't be applying for anything with "physicist" in the job title. I got to work on fun and interesting projects while having the freedom to learn other things that were interesting and enjoyable to me. I've also made amazing friends along the way.