My "way in" was to just accept a generic offer and then later switch team to work inside Research (when you don't need to pass N layers of "recruiter abstraction" and can talk with colleagues and present your past work freely it becomes much easier). But still, among my collaborators maybe 5% don't have a PhD?
All of this was a surprise to me and made me question my life path and life choices. I'm originally from Poland in Eastern Europe and the only reason to consider a CS PhD would be if you wanted to teach. And I even considered it, but never occurred to me to do it for any kind of R&D work - mostly because of quality of Polish academic "research" being very low, much worse than the industry. And I am still in lots of self-doubt and questioning if I belong in this environment. Questions like "who was your advisor / what was your grad group?" when introducing yourself to new people become almost micro-aggressions. Also my focus on R&D ("solving unsolved problems") is very different than academic incentives ("use PhD interns to do projects, then write papers and get citations").