Same here, I did a bachelor in CS/math, then a masters in Data Science. Really enjoyed the theory/application a lot but did not like the idea of having to do it as a living.
If I have to build a piece of software then I can be quite certain that I can deliver. For a Data Science project on the other hand, there are a lot of ifs, e.g. quality of data, how well does it actual generalize, etc.
I think in an environment where the higher ups understand ML well and you have a good team it could be fun; the moment the higher ups don’t understand it so well, I feel like it could be the source of a lot of stress.
My recent recruiter was also skeptical at first when I applied for a swe position with an ML background.