I enjoyed my PhD too. But I think that in spite of my own experience, I have a strong misgiving about doctoral education because of the attrition risk. Too many things can happen, completely out of your control, that can throw you out on the street with no degree. I've seen...

Your advisor can drop dead, get sent to the hoosegow, lose grant funding, lose tenure, or change jobs without taking you along. Your research topic could turn out to be controversial among feuding members of your committee. You could be subjected to harassment, discrimination, etc. You might have to escalate matters with your advisor in order to get your final thesis approved, meaning you get your PhD but without a vital source of recommendation.

Some of those things can happen to you in a regular day job as well, but at least when you lose a regular job, you haven't lost everything.