The NSF Career grant affords you the latitude to pursue your research interests, but those are inevitably aligned with the academic process as you are in pursuit of tenure. So you need to publish and you need to produce publishable work- very unlikely you will choose only high risk moonshot projects as your likelihood of receiving tenure is directly correlated to those publications. Furthermore, your statement that the NSF or the university is not an investor, is also flawed imo. The NSF specifically asks for impact as it ties the money it allots a research to economic impact to the US- as it should since it is tax payer money. I.e your investor is the US. A similar argument can be drawn to the university that provides you startup lab funds- their long term goal is to receive publications/ patents/ prestige they can the monetize against through either selling those ideas/ receiving royalties or donations go their foundations. As you become a more famous researcher you also attract more masters students who pay a good deal of money to go to school there. They are in fact your investor only expecting a different ROI...
As for companies- how much do you think an engineer or ml researcher costs per year to a company especially the caliber in a Phd lab? 500k expense is pretty small. your assumption that a company wont give you 500k to fo work is an illusion- they do it's just not hard cash, they spend on resources that you use. An average PhD level base salary at a Fang - 200+k plus bonus/ equity closing on over 300k?
So the real question is pick your poison.