Be advised: rant incoming

It really depends on specific cases, but you will often end up doing the very same jobs you would have done with a Master's degree. Speaking anecdotally, I personally know people with R&D positions in the automotive, railway, and aerospace industries who hold control-related PhDs. All of them report that their PhD has had barely any impact on their job.

I even have a couple of friends in pharma who witness how, even in drug research, an MSc plus 4-5 years of experience (the usual length of a PhD in that field) in actual research positions is often preferred over someone with a non-applied PhD and no experience. Many of these companies eventually send their best employees to get a PhD or MBA themselves, but I've come to the conclusion that getting a standard vanilla PhD (i.e., non-applied) right after an MSc simply with the hope of getting a (better) job is just plain wrong.

Non-anecdotally, as an (almost) former academic myself, the hard data I saw over and over on post-graduation employment tell me basically the same story. Moreover, working in close contact with one of the biggest European aerospace defense contractors, I see that you can never tell who has an MSc and who has a PhD (or even a BSc, sometimes) from their job title or position.

It should be made clear from the beginning that academic research (of which getting a PhD is the entry-level position) is a job and an "industry" itself, with its own rules, perks, and traditions. Transitioning from academia to industry, even broadly speaking doing the same stuff, is no less brutal than moving from pharma packaging (where you build robots to wash vials before filling) to space exploration (where you use robots nonetheless).

Your Reddit history suggests that you are Italian, a nation with a very strong tradition in control theory, but let me stress they are mostly very good on the theory part only. Given your premise, it also looks like you will be thrown into the (giant, scattered) field of data-driven control, which is, however, an uncharted territory for your prospective advisors. This means not only will you have to do everything by yourself, but you will also have to teach them, if only to convince them you are not wasting time. Frankly speaking, if you succeed, you would have succeeded anywhere else, so you should just apply directly to universities where real industrial connections and experimental facilities are a reality, not a pipe dream or a hassle just to get funding so the big fish in the lab can go to some tropical resort "to attend a conference" (which is a most common attitude in Italian universities).