About 20% of Cambridge postdocs who use the Careers Service go on to work in industry.
Industry research is increasingly a credible alternative for scientists seeking hands-on research. Some advantages compared to academia are more tangible goals, greater teamwork, and better life-work balance - at least in lab-based work. The pace and style of the environment can be very different from academia, with less personal ownership of projects and more defined daily working patterns.
Good science happens in industry. Many cutting edge results stem from research collaborations between academia and industry, particularly with the resources and focus that the industrial research environment can provide. Despite this, some postdocs are concerned about what colleagues (and your PI) may think of a move to industry. In fact, most colleagues are realistic about the job market and may welcome an industrial collaborator.
There are also concerns about whether a move closes the door on academia. This will depend on how long you move for, how in demand your subject is and what value you could bring back to academia. With the research landscape changing, it is likely that industrial and academic research will draw closer, with even more two-way interaction.