I was also a very high achieving student in high school and university and was similarly all set for a career in academia (also studying mathematics). In my final year however, I had a full-time position doing research with CSIRO, which is a leading research organisation in Australia. I did some interesting work there - applying neural nets for classifying micro-seismic events around mine sites, and won some awards for my research. If I had wanted to, I could have stayed on and continued down that path. But I didn't.
What ultimately pushed me away was everyone I bumped in to in academia was so unhappy. There was constant bickering and frustration around getting funding (a common sentiment in the division I worked in was that you had pander to big mining/oil companies and propose research topics with clear financial gain for them). It was not a happy place to be, and at the end of my time there I jumped head first in to a software job instead.
I later found time to still do mathematics on my own, and have written about that journey and shared it previously on HN: https://www.neilwithdata.com/mathematics-self-learner and have had some other little successes in my life that make me feel like I made the right choice: https://www.neilwithdata.com/how-i-built-bbsmart
Tangentially, this I think is also why I'm more open to hearing ideas from organisations like Numenta, and seeing research done outside of academia by folks like Stephen Wolfram. I think increasingly much of the most novel interesting research will be done outside of traditional academia.