Speaking as someone who has temporarily left academia, albeit for a related field - go for it. You can still present at conferences if you can afford to go (and don't need to pull out of any, again, if you can afford to go). Your colleagues will probably be more admiring that someone has the guts to do it - a lot of academics don't want to be in academia. As for regretting not teaching, adjunct or community college courses can be taught in your spare time.

As for the PhD question, you could point out it likely means more pay in your new field. Or you could ask the person something like "why did you marry x if you were just going to divorce her?" Point made to any reasonably intelligent socialized person.