quitting - Is it worth finishing your PhD if your advisor thinks you are not cut out for research?

I am a fourth year PhD student. My advisor told me I was a bad researcher, and as I understand, I would need his letter of reference if I wanted to do any research in the future.

He advised me to pursue a career in data science when I graduate. However, I think if I wanted to, I could get a data science job right now, and wouldn't have to bother finishing.

Is there any advantage to finishing a PhD if I can get the same kinds of jobs either way?

Thanks.