How well is "I want to do research at a big company" received during a PhD application?
There is no taboo, but your answer was not very good.

Here are some specific problems:


Your answer implies an unwillingness to bear hardship.  You don't want the life of an adjunct professor.  But you are starting a PhD, and PhD students arguably have a similar sort of life.  Are you willing to deal with five years of low or no pay and very hard work?  Do you have a realistic idea of what that will take?  They might not be convinced that you do, based on this response.  
The answer might be taken as denigrating the life choices of the person you are talking to.  The person interviewing probably had a career path similar to what you just described and you are essentially saying that would be a bad choice to make.  This might not come across so well.
Your answer focused on the kind of position rather than the content of the work you want to do.  There is some anti-industry bias in academia, but neither "I want to work as a consultant" nor "I want to be a professor" is a very good answer, honestly.  At this stage they want to know that you are passionate about the research.  Therefore you should focus on what you want to do rather than where.
Your answer may undermine your story about leaving industry.  You had a period of soul-searching that led you to leave industry for PhD study, but then you want to go right back to industry and aren't even interested in academic opportunities?  This will make it harder to convince them that you really are committed to this new direction.


My advice is be honest while trying to emphasize the most positive aspect of your honest opinion.

I would focus on what kind of research you really want to do with your PhD degree, and give an answer based on that.  The location of the work should be based on the opportunity to do the type of work you want.

If your honest answer is "I want to cure cancer and save lives, and I'm willing to work in industry or academia to make that happen" then great.  If your answer is "I want to work on self-driving cars, and industry is the place to be for that", then that is a fine answer.

If you don't have a defined idea of what you want to study and just want a generic sort of career in "research" I would rethink whether you are really ready to start a PhD.