I had the same experience; grad school is the best preparation for grad school. I had wonderful experiences participating in NSF Research Experiences for Undergraduate projects during two of my summers as an undergrad, and I also had a wonderful eight-month internship in a research lab at a major Japanese IT company, but grad school was a different beast, even though I was a grad student at the place I did my NSF REUs. The internships felt like the “demo version” of the real thing.

Come to think of it, I had similar whiplash in industry of full-time jobs being far more stressful than my internships, which I now realize were more-or-less “demo versions.”

To make a long story short, after grad school and working as a researcher in industry for nearly a decade before becoming a professor at a community college (where the emphasis is teaching), I learned that I love doing research as a hobby but not as a career, where there are many pressures.